+114.8%
ALL vs ELV
+14.2%
+100.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.7% | +2.0% | -6.6% | -5.0% |
| 3M | +18.4% | -3.5% | +21.9% | +19.0% |
| 6M | +20.5% | +40.2% | -19.7% | +12.5% |
| YTD | +23.5% | +15.8% | +7.7% | +19.1% |
| 1Y | +29.0% | +33.2% | -4.2% | +20.4% |
| 3Y | +153.7% | -6.2% | +159.9% | +152.9% |
| 5Y | +114.8% | +16.4% | +98.4% | +98.9% |
| All | +114.8% | +14.2% | +100.6% | +98.9% |
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 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