+20.7%
XLK vs ELV
+42.6%
-21.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.2% |
| 7D | -7.6% | +4.8% | -12.4% | -7.4% |
| 30D | -12.2% | +10.1% | -22.2% | -12.0% |
| 3M | -5.5% | +15.4% | -20.8% | -5.3% |
| 6M | +9.2% | +17.7% | -8.6% | +9.2% |
| YTD | +23.0% | +25.7% | -2.6% | +21.3% |
| 1Y | +20.7% | +39.9% | -19.1% | +19.4% |
| All | +20.7% | +42.6% | -21.9% | +19.4% |
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