+28.1%
XYZ vs ELV
+41.6%
-13.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.7% |
| 7D | +12.6% | +3.8% | +8.8% | +12.1% |
| 30D | +10.8% | +4.1% | +6.7% | +10.4% |
| 3M | +8.4% | +8.5% | -0.1% | +7.7% |
| 6M | +14.3% | +14.6% | -0.3% | +13.0% |
| YTD | +31.5% | +24.4% | +7.1% | +29.3% |
| 1Y | +28.1% | +44.2% | -16.1% | +26.3% |
| All | +28.1% | +41.6% | -13.4% | +26.3% |
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