+35.8%
XYZ vs ELV
+34.6%
+1.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | -1.1% | +1.0% | -2.0% | -1.2% |
| 30D | +11.5% | +0.4% | +11.1% | +11.3% |
| 3M | +1.8% | +8.4% | -6.6% | +1.2% |
| 6M | +21.2% | +8.4% | +12.8% | +20.2% |
| YTD | +29.9% | +24.4% | +5.6% | +27.2% |
| 1Y | +35.8% | +33.5% | +2.3% | +31.9% |
| All | +35.8% | +34.6% | +1.2% | +31.9% |
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