+214.8%
B vs ELV
+268.6%
-53.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -7.3% | +1.0% | -8.3% | -7.4% |
| 30D | -3.3% | +0.4% | -3.7% | -3.4% |
| 3M | -7.8% | +8.4% | -16.1% | -8.5% |
| 6M | -15.5% | +8.4% | -24.0% | -16.3% |
| YTD | -12.3% | +24.4% | -36.6% | -14.4% |
| 1Y | +5.4% | +33.5% | -28.1% | +2.1% |
| 3Y | +165.5% | -2.1% | +167.6% | +162.6% |
| 5Y | +107.0% | +5.8% | +101.2% | +103.1% |
| All | +214.8% | +268.6% | -53.7% | +177.7% |
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