-10.4%
DOW vs ELV
+44.4%
-54.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +2.0% | +2.0% | 0.0% | +1.2% |
| 3M | -12.5% | -3.5% | -9.0% | -12.1% |
| 6M | -9.2% | +40.2% | -49.4% | -19.7% |
| YTD | +30.8% | +15.8% | +14.9% | +22.4% |
| 1Y | +29.4% | +33.2% | -3.8% | +15.2% |
| 3Y | -34.6% | -6.2% | -28.3% | -36.5% |
| 5Y | -35.9% | +16.4% | -52.4% | -45.5% |
| All | -10.4% | +44.4% | -54.8% | -37.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling