-39.0%
U vs ELV
+68.6%
-107.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -3.8% | +3.3% | -7.1% | -3.9% |
| 30D | +17.5% | +4.2% | +13.3% | +17.3% |
| 3M | +38.7% | -0.1% | +38.8% | +38.6% |
| 6M | +104.4% | +41.3% | +63.2% | +104.6% |
| YTD | -5.7% | +17.4% | -23.1% | -5.1% |
| 1Y | +3.7% | +35.1% | -31.4% | +4.0% |
| 3Y | +12.3% | -3.2% | +15.6% | +14.7% |
| 5Y | -68.8% | +15.6% | -84.4% | -66.3% |
| All | -39.0% | +68.6% | -107.7% | -20.5% |
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 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