+248.8%
XLF vs ELV
+280.2%
-31.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -2.5% |
| 30D | -1.2% | +5.4% | -6.5% | -2.9% |
| 3M | +9.2% | +5.4% | +3.8% | +6.8% |
| 6M | +16.3% | +45.7% | -29.4% | +1.9% |
| YTD | +5.4% | +21.2% | -15.8% | -2.7% |
| 1Y | +7.6% | +35.6% | -28.0% | -4.9% |
| 3Y | +74.2% | -2.0% | +76.2% | +66.9% |
| 5Y | +66.1% | +26.0% | +40.1% | +39.3% |
| All | +248.8% | +280.2% | -31.4% | +94.1% |
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 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