+81.8%
XLI vs ELV
+24.6%
+57.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.5% |
| 7D | -1.7% | +2.8% | -4.4% | -2.1% |
| 30D | -7.3% | +4.9% | -12.2% | -8.0% |
| 3M | -1.3% | +4.9% | -6.2% | -2.3% |
| 6M | +2.2% | +45.1% | -42.8% | -4.3% |
| YTD | +11.7% | +20.7% | -9.0% | +7.3% |
| 1Y | +14.3% | +35.0% | -20.8% | +7.4% |
| 3Y | +70.3% | -2.4% | +72.8% | +67.8% |
| All | +81.8% | +24.6% | +57.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling