+3.7%
U vs ELV
+34.8%
-31.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | -3.8% | +3.3% | -7.1% | -3.8% |
| 30D | +17.5% | +4.2% | +13.3% | +17.4% |
| 3M | +38.7% | -0.1% | +38.8% | +38.2% |
| 6M | +104.4% | +41.3% | +63.2% | +117.1% |
| YTD | -5.7% | +17.4% | -23.1% | +1.9% |
| 1Y | +3.7% | +35.1% | -31.4% | +14.4% |
| All | +3.7% | +34.8% | -31.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling