+28.4%
XLY vs ELV
+25.1%
+3.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | +3.2% | -4.9% | -2.1% |
| 30D | -4.2% | +5.4% | -9.5% | -4.9% |
| 3M | -2.7% | +5.4% | -8.0% | -3.6% |
| 6M | -0.6% | +45.7% | -46.3% | -6.2% |
| YTD | -5.0% | +21.2% | -26.2% | -8.3% |
| 1Y | -4.1% | +35.6% | -39.7% | -9.2% |
| 3Y | +33.6% | -2.0% | +35.6% | +31.3% |
| All | +28.4% | +25.1% | +3.3% | +17.4% |
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