-44.8%
TE vs ELV
+13.8%
-58.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | +15.0% | -2.2% | +17.2% | +15.1% |
| 30D | -7.5% | -0.2% | -7.3% | -7.5% |
| 3M | -42.0% | -6.1% | -35.9% | -41.9% |
| 6M | -31.4% | +42.8% | -74.3% | -33.5% |
| YTD | -26.5% | +14.4% | -40.9% | -28.0% |
| 1Y | +153.1% | +28.6% | +124.5% | +141.2% |
| 3Y | -20.7% | -7.4% | -13.3% | -20.6% |
| All | -44.8% | +13.8% | -58.6% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling