+128.8%
XLP vs ELV
+298.7%
-169.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +0.1% | +1.1% | -1.1% | -0.2% |
| 30D | +8.9% | +1.3% | +7.6% | +8.6% |
| 3M | +7.5% | +6.6% | +0.9% | +6.0% |
| 6M | +9.4% | +11.6% | -2.1% | +6.5% |
| YTD | +19.3% | +21.1% | -1.8% | +13.2% |
| 1Y | +21.7% | +34.2% | -12.5% | +12.8% |
| 3Y | +44.0% | -2.9% | +46.9% | +40.9% |
| 5Y | +42.8% | +4.6% | +38.2% | +35.6% |
| 10Y | +128.8% | +272.8% | -144.0% | +85.0% |
| All | +128.8% | +298.7% | -169.9% | +85.0% |
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 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