+5.6%
XYZ vs ELV
+30.0%
-24.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +1.4% | +2.0% | -0.6% | +1.2% |
| 3M | +14.6% | -3.5% | +18.0% | +14.7% |
| 6M | +20.8% | +40.2% | -19.4% | +14.7% |
| YTD | +23.1% | +15.8% | +7.2% | +19.7% |
| 1Y | +5.6% | +33.2% | -27.5% | -0.1% |
| All | +5.6% | +30.0% | -24.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling