+794.8%
XLB vs ELV
+2,444.2%
-1,649.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.2% |
| 7D | -1.4% | +3.3% | -4.7% | -2.4% |
| 30D | -0.4% | +4.2% | -4.5% | -1.7% |
| 3M | +2.0% | -0.1% | +2.0% | +1.4% |
| 6M | +1.8% | +41.3% | -39.4% | -9.5% |
| YTD | +16.6% | +17.4% | -0.9% | +8.9% |
| 1Y | +16.9% | +35.1% | -18.1% | +4.1% |
| 3Y | +32.6% | -3.2% | +35.8% | +27.4% |
| 5Y | +35.6% | +15.6% | +20.0% | +20.6% |
| 10Y | +160.0% | +276.8% | -116.7% | +48.4% |
| All | +794.8% | +2,444.2% | -1,649.5% | +182.2% |
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