+207.0%
C vs ELV
+268.6%
-61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +1.0% | +3.2% | +3.8% |
| 30D | +2.0% | +0.4% | +1.6% | +1.7% |
| 3M | -10.1% | +8.4% | -18.5% | -12.9% |
| 6M | +1.0% | +8.4% | -7.4% | -2.9% |
| YTD | +8.5% | +24.4% | -15.9% | -2.1% |
| 1Y | +25.7% | +33.5% | -7.8% | +10.3% |
| 3Y | +216.0% | -2.1% | +218.1% | +200.8% |
| 5Y | +112.3% | +5.8% | +106.5% | +88.2% |
| All | +207.0% | +268.6% | -61.5% | +68.4% |
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