+5,545.2%
TPR vs ELV
+2,444.2%
+3,101.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -2.3% | +3.3% | -5.6% | -3.6% |
| 30D | -23.0% | +4.2% | -27.1% | -24.3% |
| 3M | -12.5% | -0.1% | -12.4% | -13.2% |
| 6M | -21.4% | +41.3% | -62.7% | -32.8% |
| YTD | -3.5% | +17.4% | -21.0% | -12.2% |
| 1Y | +17.4% | +35.1% | -17.7% | +0.3% |
| 3Y | +291.3% | -3.2% | +294.5% | +266.7% |
| 5Y | +241.9% | +15.6% | +226.3% | +184.3% |
| 10Y | +322.7% | +276.8% | +45.9% | +104.1% |
| All | +5,545.2% | +2,444.2% | +3,101.0% | +1,039.8% |
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