+4,404.4%
DELL vs ELV
+280.2%
+4,124.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.8% |
| 7D | +8.2% | +3.2% | +5.0% | +7.2% |
| 30D | +17.1% | +5.4% | +11.7% | +15.2% |
| 3M | +45.2% | +5.4% | +39.8% | +42.7% |
| 6M | +286.8% | +45.7% | +241.1% | +247.6% |
| YTD | +354.8% | +21.2% | +333.6% | +326.8% |
| 1Y | +358.3% | +35.6% | +322.6% | +315.8% |
| 3Y | +724.9% | -2.0% | +726.9% | +685.9% |
| 5Y | +1,193.7% | +26.0% | +1,167.7% | +991.0% |
| All | +4,404.4% | +280.2% | +4,124.2% | +2,762.4% |
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