-63.9%
XYZ vs ELV
+8.2%
-72.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +12.1% | +1.3% | +10.8% | +11.9% |
| 30D | +12.4% | +5.3% | +7.1% | +11.4% |
| 3M | +8.2% | +9.2% | -1.0% | +6.5% |
| 6M | +20.7% | +14.5% | +6.1% | +17.2% |
| YTD | +31.3% | +23.2% | +8.1% | +24.9% |
| 1Y | +20.5% | +38.0% | -17.5% | +11.6% |
| 3Y | +72.6% | -1.5% | +74.2% | +68.7% |
| All | -63.9% | +8.2% | -72.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling