+225.7%
XLE vs ELV
+14.2%
+211.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | +2.0% | +10.7% | +12.3% |
| 3M | +11.8% | -3.5% | +15.3% | +12.2% |
| 6M | +16.1% | +40.2% | -24.1% | +10.0% |
| YTD | +46.9% | +15.8% | +31.0% | +42.7% |
| 1Y | +53.3% | +33.2% | +20.1% | +44.9% |
| 3Y | +54.9% | -6.2% | +61.2% | +53.7% |
| 5Y | +225.7% | +16.4% | +209.3% | +192.6% |
| All | +225.7% | +14.2% | +211.5% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling