+629.5%
XLU vs ELV
+2,378.1%
-1,748.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | -1.7% | -6.1% | +4.4% | -0.8% |
| 6M | -7.1% | +42.8% | -49.9% | -14.9% |
| YTD | +1.9% | +14.4% | -12.4% | -2.4% |
| 1Y | +6.1% | +28.6% | -22.5% | -1.4% |
| 3Y | +48.8% | -7.4% | +56.2% | +46.2% |
| 5Y | +43.8% | +14.5% | +29.3% | +32.6% |
| 10Y | +143.2% | +257.4% | -114.2% | +67.1% |
| All | +629.5% | +2,378.1% | -1,748.6% | +235.8% |
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