+926.8%
XBI vs ELV
+551.7%
+375.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.9% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | +21.4% | -6.1% | +27.5% | +23.4% |
| 6M | +25.5% | +42.8% | -17.3% | +9.2% |
| YTD | +30.8% | +14.4% | +16.5% | +21.9% |
| 1Y | +68.6% | +28.6% | +40.0% | +49.9% |
| 3Y | +103.9% | -7.4% | +111.3% | +98.4% |
| 5Y | +20.8% | +14.5% | +6.3% | +5.6% |
| 10Y | +164.0% | +257.4% | -93.4% | +36.4% |
| All | +926.8% | +551.7% | +375.1% | +258.2% |
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