+139.9%
XLC vs ELV
+82.5%
+57.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -0.3% | -6.1% | +5.8% | +0.8% |
| 6M | -5.2% | +42.8% | -48.0% | -13.5% |
| YTD | -5.3% | +14.4% | -19.7% | -9.5% |
| 1Y | -2.8% | +28.6% | -31.4% | -10.1% |
| 3Y | +71.2% | -7.4% | +78.6% | +68.2% |
| 5Y | +37.6% | +14.5% | +23.1% | +23.2% |
| All | +139.9% | +82.5% | +57.4% | +73.7% |
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