+616.5%
XEL vs ELV
+2,378.1%
-1,761.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -1.4% | -6.1% | +4.7% | -0.5% |
| 6M | -5.8% | +42.8% | -48.6% | -13.0% |
| YTD | +4.7% | +14.4% | -9.7% | +0.6% |
| 1Y | +9.1% | +28.6% | -19.6% | +2.0% |
| 3Y | +47.8% | -7.4% | +55.3% | +45.9% |
| 5Y | +29.0% | +14.5% | +14.5% | +20.5% |
| 10Y | +154.0% | +257.4% | -103.4% | +84.1% |
| All | +616.5% | +2,378.1% | -1,761.6% | +292.5% |
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