+246.5%
DIA vs ELV
+258.8%
-12.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | +3.3% | -6.1% | +9.4% | +4.7% |
| 6M | +10.4% | +42.8% | -32.4% | -2.1% |
| YTD | +10.0% | +14.4% | -4.4% | +3.7% |
| 1Y | +16.2% | +28.6% | -12.4% | +5.0% |
| 3Y | +58.7% | -7.4% | +66.2% | +55.3% |
| 5Y | +63.6% | +14.5% | +49.1% | +44.0% |
| All | +246.5% | +258.8% | -12.4% | +117.3% |
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