+34.1%
XLP vs ELV
+15.3%
+18.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -1.0% | +3.3% | -4.3% | -1.5% |
| 30D | -0.9% | +4.2% | -5.0% | -1.5% |
| 3M | +3.8% | -0.1% | +3.9% | +3.6% |
| 6M | -1.7% | +41.3% | -43.0% | -7.2% |
| YTD | +10.3% | +17.4% | -7.2% | +6.7% |
| 1Y | +7.8% | +35.1% | -27.3% | +1.5% |
| 3Y | +27.2% | -3.2% | +30.4% | +25.5% |
| All | +34.1% | +15.3% | +18.8% | +27.5% |
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 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