+361.3%
ALL vs ELV
+258.8%
+102.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | -5.6% | -0.2% | -5.4% | -5.5% |
| 3M | +17.2% | -6.1% | +23.4% | +19.1% |
| 6M | +23.2% | +42.8% | -19.6% | +9.7% |
| YTD | +23.6% | +14.4% | +9.2% | +16.8% |
| 1Y | +29.2% | +28.6% | +0.6% | +17.1% |
| 3Y | +153.8% | -7.4% | +161.2% | +150.2% |
| 5Y | +116.1% | +14.5% | +101.6% | +90.9% |
| All | +361.3% | +258.8% | +102.4% | +200.6% |
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