+63.0%
XLC vs ELV
-1.4%
+64.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -4.2% | +1.1% | -5.3% | -4.3% |
| 3M | -2.1% | +8.2% | -10.3% | -2.6% |
| 6M | -6.6% | +10.2% | -16.8% | -7.3% |
| YTD | -7.8% | +24.4% | -32.2% | -9.1% |
| 1Y | -4.1% | +33.8% | -37.9% | -5.8% |
| All | +63.0% | -1.4% | +64.4% | +64.1% |
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