+215.2%
XLY vs ELV
+280.2%
-65.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | +3.2% | -4.9% | -2.5% |
| 30D | -4.2% | +5.4% | -9.5% | -5.5% |
| 3M | -2.7% | +5.4% | -8.0% | -4.4% |
| 6M | -0.6% | +45.7% | -46.3% | -10.4% |
| YTD | -5.0% | +21.2% | -26.2% | -10.9% |
| 1Y | -4.1% | +35.6% | -39.7% | -13.0% |
| 3Y | +33.6% | -2.0% | +35.6% | +29.0% |
| 5Y | +28.7% | +26.0% | +2.7% | +12.0% |
| All | +215.2% | +280.2% | -65.0% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling