+580.0%
XYZ vs ELV
+265.4%
+314.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | +2.9% | -0.3% | +3.1% | +3.0% |
| 30D | +1.4% | +2.0% | -0.6% | +0.6% |
| 3M | +14.6% | -3.5% | +18.0% | +15.2% |
| 6M | +20.8% | +40.2% | -19.4% | +5.2% |
| YTD | +23.1% | +15.8% | +7.2% | +14.0% |
| 1Y | +5.6% | +33.2% | -27.5% | -7.8% |
| 3Y | +50.9% | -6.2% | +57.1% | +44.5% |
| 5Y | -68.6% | +16.4% | -85.0% | -73.5% |
| 10Y | +580.0% | +259.8% | +320.2% | +244.0% |
| All | +580.0% | +265.4% | +314.6% | +244.0% |
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 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