-31.3%
ELAN vs RVTY
-34.9%
+3.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.7% |
| 7D | -6.4% | -7.4% | +1.0% | -2.6% |
| 30D | +0.6% | +4.5% | -3.9% | -2.0% |
| 3M | 0.0% | +19.5% | -19.5% | -9.7% |
| 6M | -3.4% | +34.1% | -37.5% | -18.0% |
| YTD | +1.0% | +25.3% | -24.2% | -11.9% |
| 1Y | +24.7% | +47.0% | -22.3% | -0.8% |
| 3Y | +97.2% | +14.1% | +83.1% | +72.9% |
| All | -31.3% | -34.9% | +3.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling