+14.3%
XLI vs ELV
+36.0%
-21.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.7% | +3.2% | -4.9% | -1.8% |
| 30D | -7.3% | +5.4% | -12.6% | -7.6% |
| 3M | -1.3% | +5.4% | -6.7% | -1.8% |
| 6M | +2.2% | +45.7% | -43.5% | -1.6% |
| YTD | +11.7% | +21.2% | -9.5% | +8.3% |
| 1Y | +14.3% | +35.6% | -21.4% | +9.5% |
| All | +14.3% | +36.0% | -21.7% | +9.5% |
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 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