+252.2%
TPR vs ELV
+15.8%
+236.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -2.3% | +3.3% | -5.6% | -2.7% |
| 30D | -23.0% | +4.2% | -27.1% | -23.3% |
| 3M | -12.5% | -0.1% | -12.4% | -12.6% |
| 6M | -21.4% | +41.3% | -62.7% | -24.9% |
| YTD | -3.5% | +17.4% | -21.0% | -6.1% |
| 1Y | +17.4% | +35.1% | -17.7% | +12.1% |
| 3Y | +291.3% | -3.2% | +294.5% | +287.7% |
| All | +252.2% | +15.8% | +236.4% | +203.5% |
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