+294.7%
C vs ELV
+257.3%
+37.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.2% |
| 7D | +2.6% | -2.2% | +4.8% | +3.4% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +2.8% | -6.1% | +8.9% | +4.4% |
| 6M | +30.6% | +42.8% | -12.3% | +13.3% |
| YTD | +19.9% | +14.4% | +5.5% | +11.7% |
| 1Y | +44.6% | +28.6% | +16.0% | +28.0% |
| 3Y | +272.1% | -7.4% | +279.5% | +260.7% |
| 5Y | +132.0% | +14.5% | +117.5% | +94.5% |
| 10Y | +294.7% | +257.4% | +37.2% | +105.4% |
| All | +294.7% | +257.3% | +37.3% | +105.4% |
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