+208.8%
C vs ELV
+280.6%
-71.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.7% |
| 7D | -0.4% | +3.8% | -4.2% | -1.7% |
| 30D | -5.2% | +4.1% | -9.3% | -6.7% |
| 3M | -9.1% | +8.5% | -17.6% | -11.9% |
| 6M | -1.6% | +14.6% | -16.2% | -7.3% |
| YTD | +6.9% | +24.4% | -17.4% | -3.5% |
| 1Y | +23.0% | +44.2% | -21.3% | +4.6% |
| 3Y | +216.1% | -1.4% | +217.6% | +200.0% |
| 5Y | +112.2% | +8.8% | +103.5% | +85.4% |
| 10Y | +208.8% | +268.4% | -59.6% | +59.7% |
| All | +208.8% | +280.6% | -71.8% | +59.7% |
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