+538.9%
XRT vs ELV
+665.8%
-126.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +1.7% | +1.0% | +0.8% | +1.4% |
| 30D | +7.5% | +0.4% | +7.1% | +7.4% |
| 3M | +2.2% | +8.4% | -6.2% | -0.5% |
| 6M | +14.7% | +8.4% | +6.2% | +10.8% |
| YTD | +7.5% | +24.4% | -16.9% | -1.7% |
| 1Y | +14.1% | +33.5% | -19.4% | +1.8% |
| 3Y | +58.8% | -2.1% | +60.9% | +51.8% |
| 5Y | -3.9% | +5.8% | -9.7% | -12.1% |
| 10Y | +137.7% | +268.9% | -131.2% | +29.8% |
| All | +538.9% | +665.8% | -126.9% | +103.0% |
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