+17.2%
XLI vs ELV
+34.8%
-17.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -1.1% | +3.3% | -4.4% | -1.3% |
| 30D | -5.9% | +4.2% | -10.1% | -6.2% |
| 3M | -0.3% | -0.1% | -0.2% | -0.2% |
| 6M | +0.1% | +41.3% | -41.1% | -3.3% |
| YTD | +13.6% | +17.4% | -3.9% | +10.5% |
| 1Y | +17.2% | +35.1% | -17.9% | +13.6% |
| All | +17.2% | +34.8% | -17.6% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling