+634.6%
XYZ vs ELV
+280.6%
+354.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.3% |
| 7D | +12.6% | +3.8% | +8.8% | +11.2% |
| 30D | +10.8% | +4.1% | +6.7% | +9.3% |
| 3M | +8.4% | +8.5% | -0.1% | +5.1% |
| 6M | +14.3% | +14.6% | -0.3% | +7.8% |
| YTD | +31.5% | +24.4% | +7.1% | +18.7% |
| 1Y | +28.1% | +44.2% | -16.1% | +8.8% |
| 3Y | +66.2% | -1.4% | +67.6% | +56.8% |
| 5Y | -62.3% | +8.8% | -71.1% | -66.7% |
| 10Y | +634.6% | +268.4% | +366.2% | +305.1% |
| All | +634.6% | +280.6% | +354.0% | +305.1% |
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