-23.3%
ELAN vs ROIV
+289.9%
-313.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -6.4% | +19.0% | -25.4% | -9.0% |
| 30D | +0.6% | +16.1% | -15.6% | -1.9% |
| 3M | 0.0% | +44.1% | -44.1% | -5.9% |
| 6M | -3.4% | +37.8% | -41.3% | -8.6% |
| YTD | +1.0% | +88.7% | -87.6% | -9.1% |
| 1Y | +24.7% | +197.3% | -172.6% | +4.9% |
| 3Y | +97.2% | +224.9% | -127.7% | +60.9% |
| 5Y | -31.5% | +311.0% | -342.6% | -49.5% |
| All | -23.3% | +289.9% | -313.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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