+47.7%
XYZ vs ELV
-4.6%
+52.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.7% |
| 7D | -1.0% | +3.3% | -4.3% | -1.1% |
| 30D | -1.7% | +4.2% | -5.9% | -1.8% |
| 3M | +16.7% | -0.1% | +16.8% | +16.7% |
| 6M | +26.9% | +41.3% | -14.4% | +25.0% |
| YTD | +27.1% | +17.4% | +9.7% | +26.2% |
| 1Y | +9.3% | +35.1% | -25.8% | +8.5% |
| All | +47.7% | -4.6% | +52.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling