+211.9%
B vs ELV
+257.3%
-45.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | +9.5% | -0.2% | +9.7% | +9.5% |
| 3M | +14.3% | -6.1% | +20.4% | +14.8% |
| 6M | -1.9% | +42.8% | -44.7% | -4.9% |
| YTD | +4.1% | +14.4% | -10.3% | +2.5% |
| 1Y | +56.1% | +28.6% | +27.5% | +52.2% |
| 3Y | +202.0% | -7.4% | +209.4% | +200.4% |
| 5Y | +158.8% | +14.5% | +144.3% | +153.8% |
| 10Y | +211.9% | +257.4% | -45.5% | +229.2% |
| All | +211.9% | +257.3% | -45.4% | +229.2% |
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 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