+147.8%
XEL vs ELV
+280.2%
-132.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | +3.2% | -3.5% | -1.0% |
| 30D | -3.9% | +5.4% | -9.3% | -5.1% |
| 3M | -2.8% | +5.4% | -8.2% | -4.3% |
| 6M | -5.4% | +45.7% | -51.1% | -13.9% |
| YTD | +3.8% | +21.2% | -17.4% | -2.2% |
| 1Y | +6.8% | +35.6% | -28.8% | -2.3% |
| 3Y | +45.6% | -2.0% | +47.6% | +41.9% |
| 5Y | +30.7% | +26.0% | +4.7% | +16.9% |
| All | +147.8% | +280.2% | -132.4% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling