+195.5%
W vs ELV
+332.0%
-136.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +3.2% | +1.1% | +2.1% | +2.8% |
| 3M | +8.3% | +8.2% | +0.1% | +5.0% |
| 6M | +84.3% | +10.2% | +74.1% | +75.3% |
| YTD | +11.0% | +24.4% | -13.4% | -0.8% |
| 1Y | -0.2% | +33.8% | -34.0% | -13.4% |
| 3Y | +157.9% | -1.4% | +159.3% | +140.8% |
| 5Y | -56.8% | +5.8% | -62.6% | -62.6% |
| 10Y | +212.2% | +269.1% | -56.9% | +42.8% |
| All | +195.5% | +332.0% | -136.4% | +21.3% |
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