+44.0%
XLP vs ELV
+5.9%
+38.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +2.5% | +1.0% | +1.6% | +2.4% |
| 30D | +7.3% | +0.4% | +6.9% | +7.2% |
| 3M | +8.1% | +8.4% | -0.3% | +6.8% |
| 6M | +10.5% | +8.4% | +2.1% | +8.8% |
| YTD | +21.2% | +24.4% | -3.2% | +16.2% |
| 1Y | +22.7% | +33.5% | -10.8% | +16.0% |
| 3Y | +44.8% | -2.1% | +46.9% | +43.3% |
| All | +44.0% | +5.9% | +38.1% | +36.6% |
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