+128.1%
DAL vs ELV
+298.7%
-170.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.9% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | +12.0% | +1.3% | +10.7% | +11.4% |
| 3M | +0.8% | +6.6% | -5.8% | -1.8% |
| 6M | +26.2% | +11.6% | +14.6% | +19.9% |
| YTD | +33.7% | +21.1% | +12.6% | +21.8% |
| 1Y | +57.6% | +34.2% | +23.3% | +37.8% |
| 3Y | +183.5% | -2.9% | +186.4% | +169.9% |
| 5Y | +114.2% | +4.6% | +109.6% | +91.6% |
| 10Y | +128.1% | +272.8% | -144.7% | +21.9% |
| All | +128.1% | +298.7% | -170.6% | +21.9% |
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