-35.6%
ELAN vs RVTY
+31.4%
-67.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | 0.0% |
| 7D | -5.4% | -4.5% | -0.9% | -3.3% |
| 30D | +4.7% | +5.5% | -0.8% | +1.8% |
| 3M | -3.7% | +22.5% | -26.2% | -13.4% |
| 6M | -1.2% | +38.9% | -40.1% | -16.6% |
| YTD | +2.4% | +28.7% | -26.4% | -11.0% |
| 1Y | +23.4% | +45.5% | -22.1% | +0.5% |
| 3Y | +96.7% | +16.4% | +80.3% | +73.3% |
| 5Y | -30.6% | -32.7% | +2.2% | -23.6% |
| All | -35.6% | +31.4% | -67.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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