+74.2%
XLF vs ELV
-2.5%
+76.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.3% |
| 7D | -1.5% | +2.8% | -4.2% | -1.8% |
| 30D | -1.2% | +4.9% | -6.1% | -1.7% |
| 3M | +9.2% | +4.9% | +4.3% | +8.4% |
| 6M | +16.3% | +45.1% | -28.7% | +11.2% |
| YTD | +5.4% | +20.7% | -15.2% | +2.7% |
| 1Y | +7.6% | +35.0% | -27.4% | +3.4% |
| 3Y | +74.2% | -2.4% | +76.6% | +69.5% |
| All | +74.2% | -2.5% | +76.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling