+788.5%
XLK vs ELV
+280.2%
+508.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | +3.2% | -3.0% | -0.7% |
| 30D | -0.6% | +5.4% | -6.0% | -2.1% |
| 3M | +2.6% | +5.4% | -2.8% | +0.6% |
| 6M | +34.0% | +45.7% | -11.7% | +19.7% |
| YTD | +30.7% | +21.2% | +9.5% | +21.8% |
| 1Y | +39.2% | +35.6% | +3.6% | +25.1% |
| 3Y | +120.4% | -2.0% | +122.4% | +111.5% |
| 5Y | +148.8% | +26.0% | +122.8% | +112.4% |
| All | +788.5% | +280.2% | +508.3% | +472.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling