+566.1%
XYZ vs ELV
+268.8%
+297.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +7.0% | +1.1% | +5.9% | +6.7% |
| 3M | +5.1% | +8.2% | -3.1% | +2.1% |
| 6M | +14.1% | +10.2% | +3.8% | +9.1% |
| YTD | +26.4% | +24.4% | +1.9% | +14.1% |
| 1Y | +25.1% | +33.8% | -8.8% | +9.5% |
| 3Y | +59.7% | -1.4% | +61.1% | +50.7% |
| 5Y | -63.8% | +5.8% | -69.6% | -67.6% |
| All | +566.1% | +268.8% | +297.3% | +288.5% |
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