+828.3%
XLE vs ELV
+2,593.2%
-1,764.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | -1.1% | +0.8% | +0.1% |
| 30D | -4.0% | +1.8% | -5.8% | -4.7% |
| 3M | +4.6% | +10.5% | -5.9% | +0.8% |
| 6M | +12.3% | +13.5% | -1.1% | +6.5% |
| YTD | +44.5% | +24.3% | +20.2% | +31.2% |
| 1Y | +42.4% | +38.9% | +3.5% | +24.0% |
| 3Y | +67.0% | -1.5% | +68.5% | +57.9% |
| 5Y | +161.9% | +7.3% | +154.6% | +135.4% |
| 10Y | +173.9% | +268.7% | -94.9% | +53.5% |
| All | +828.3% | +2,593.2% | -1,764.9% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling