+6,168.2%
TPR vs ELV
+2,594.2%
+3,574.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.4% |
| 7D | +12.1% | +3.8% | +8.2% | +10.3% |
| 30D | +16.7% | +4.1% | +12.6% | +14.6% |
| 3M | -17.4% | +8.5% | -25.9% | -20.4% |
| 6M | +2.3% | +14.6% | -12.3% | -4.6% |
| YTD | +7.1% | +24.4% | -17.2% | -5.0% |
| 1Y | +29.5% | +44.2% | -14.8% | +7.6% |
| 3Y | +415.0% | -1.4% | +416.5% | +379.3% |
| 5Y | +261.5% | +8.8% | +252.7% | +210.5% |
| 10Y | +383.3% | +268.4% | +114.9% | +135.9% |
| All | +6,168.2% | +2,594.2% | +3,574.0% | +1,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling