+61.1%
XRT vs ELV
-1.5%
+62.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.4% | -1.1% | -0.4% | -1.3% |
| 30D | +9.8% | +1.8% | +8.0% | +9.6% |
| 3M | +3.3% | +10.5% | -7.2% | +2.4% |
| 6M | +13.6% | +13.5% | +0.1% | +12.1% |
| YTD | +9.1% | +24.3% | -15.3% | +6.2% |
| 1Y | +15.1% | +38.9% | -23.9% | +10.8% |
| All | +61.1% | -1.5% | +62.6% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling