+370.0%
ALL vs ELV
+268.8%
+101.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +12.8% | +1.1% | +11.7% | +12.4% |
| 3M | +4.7% | +8.2% | -3.5% | +2.1% |
| 6M | +24.9% | +10.2% | +14.7% | +20.6% |
| YTD | +30.0% | +24.4% | +5.6% | +19.6% |
| 1Y | +29.9% | +33.8% | -3.9% | +16.6% |
| 3Y | +117.5% | -1.4% | +118.9% | +110.4% |
| 5Y | +161.7% | +5.8% | +155.9% | +140.4% |
| All | +370.0% | +268.8% | +101.2% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling