+68.7%
XLC vs ELV
-7.6%
+76.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -0.3% | -6.1% | +5.8% | -0.1% |
| 6M | -5.2% | +42.8% | -48.0% | -7.2% |
| YTD | -5.3% | +14.4% | -19.7% | -6.3% |
| 1Y | -2.8% | +28.6% | -31.4% | -4.5% |
| All | +68.7% | -7.6% | +76.3% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling