+181.3%
XLE vs ELV
+257.3%
-76.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | +8.5% | -0.2% | +8.7% | +8.5% |
| 3M | +14.6% | -6.1% | +20.7% | +16.3% |
| 6M | +17.6% | +42.8% | -25.3% | +3.4% |
| YTD | +48.1% | +14.4% | +33.7% | +38.8% |
| 1Y | +53.8% | +28.6% | +25.2% | +37.5% |
| 3Y | +56.2% | -7.4% | +63.6% | +51.5% |
| 5Y | +227.7% | +14.5% | +213.3% | +180.1% |
| 10Y | +181.3% | +257.4% | -76.1% | +74.5% |
| All | +181.3% | +257.3% | -76.0% | +74.5% |
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 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