+277.2%
TER vs ELV
-6.4%
+283.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.1% |
| 7D | +11.0% | -0.3% | +11.2% | +10.9% |
| 30D | -1.9% | +2.0% | -3.8% | -1.8% |
| 3M | -0.7% | -3.5% | +2.8% | -0.4% |
| 6M | +36.4% | +40.2% | -3.8% | +34.8% |
| YTD | +92.4% | +15.8% | +76.6% | +90.7% |
| 1Y | +213.5% | +33.2% | +180.4% | +210.2% |
| 3Y | +277.2% | -6.2% | +283.5% | +273.4% |
| All | +277.2% | -6.4% | +283.6% | +273.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling