+163.6%
W vs ELV
+307.7%
-144.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.2% |
| 7D | -4.2% | +3.3% | -7.5% | -5.4% |
| 30D | -7.6% | +4.2% | -11.7% | -9.1% |
| 3M | +37.2% | -0.1% | +37.2% | +35.7% |
| 6M | +26.3% | +41.3% | -14.9% | +8.5% |
| YTD | -1.0% | +17.4% | -18.4% | -9.5% |
| 1Y | +20.1% | +35.1% | -15.0% | +3.1% |
| 3Y | +37.8% | -3.2% | +41.0% | +28.9% |
| 5Y | -63.7% | +15.6% | -79.3% | -70.4% |
| 10Y | +156.3% | +276.8% | -120.4% | +16.6% |
| All | +163.6% | +307.7% | -144.1% | +10.6% |
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