+1,012.4%
XLI vs ELV
+2,378.1%
-1,365.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.1% |
| 7D | -0.6% | -2.2% | +1.6% | +0.1% |
| 30D | -6.9% | -0.2% | -6.7% | -7.0% |
| 3M | -1.9% | -6.1% | +4.2% | -0.6% |
| 6M | +1.0% | +42.8% | -41.8% | -10.4% |
| YTD | +11.3% | +14.4% | -3.1% | +4.8% |
| 1Y | +15.8% | +28.6% | -12.8% | +4.7% |
| 3Y | +69.8% | -7.4% | +77.2% | +65.4% |
| 5Y | +80.9% | +14.5% | +66.4% | +60.9% |
| 10Y | +257.2% | +257.4% | -0.2% | +110.3% |
| All | +1,012.4% | +2,378.1% | -1,365.6% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling