+954.8%
XLV vs ELV
+2,525.7%
-1,570.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -3.6% | +3.2% | -6.8% | -4.6% |
| 30D | -1.8% | +5.4% | -7.2% | -3.6% |
| 3M | +7.8% | +5.4% | +2.4% | +5.4% |
| 6M | +9.1% | +45.7% | -36.6% | -4.4% |
| YTD | +7.7% | +21.2% | -13.5% | -0.6% |
| 1Y | +20.4% | +35.6% | -15.2% | +6.7% |
| 3Y | +30.8% | -2.0% | +32.8% | +26.0% |
| 5Y | +34.6% | +26.0% | +8.6% | +17.5% |
| 10Y | +173.4% | +278.7% | -105.3% | +59.1% |
| All | +954.8% | +2,525.7% | -1,570.8% | +230.8% |
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