+807.3%
XLE vs ELV
+2,522.7%
-1,715.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | -7.9% | +1.1% | -9.0% | -8.4% |
| 30D | -4.8% | +1.3% | -6.2% | -5.4% |
| 3M | +8.4% | +6.6% | +1.8% | +5.7% |
| 6M | +12.7% | +11.6% | +1.1% | +7.4% |
| YTD | +41.3% | +21.1% | +20.2% | +29.3% |
| 1Y | +42.3% | +34.2% | +8.1% | +25.3% |
| 3Y | +65.1% | -2.9% | +68.0% | +56.8% |
| 5Y | +150.2% | +4.6% | +145.6% | +126.7% |
| 10Y | +163.9% | +272.8% | -108.9% | +47.3% |
| All | +807.3% | +2,522.7% | -1,715.4% | +229.0% |
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