+570.8%
XLP vs ELV
+2,522.7%
-1,951.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +0.1% | +1.1% | -1.1% | -0.2% |
| 30D | +8.9% | +1.3% | +7.6% | +8.7% |
| 3M | +7.5% | +6.6% | +0.9% | +6.1% |
| 6M | +9.4% | +11.6% | -2.1% | +6.6% |
| YTD | +19.3% | +21.1% | -1.8% | +13.6% |
| 1Y | +21.7% | +34.2% | -12.5% | +13.4% |
| 3Y | +44.0% | -2.9% | +46.9% | +40.8% |
| 5Y | +42.8% | +4.6% | +38.2% | +36.3% |
| 10Y | +128.8% | +272.8% | -144.0% | +64.8% |
| All | +570.8% | +2,522.7% | -1,951.9% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling