+422.3%
ELF vs ROIV
+276.5%
+145.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +9.1% | +17.6% | -8.5% | +6.8% |
| 3M | +28.2% | +9.0% | +19.2% | +26.2% |
| 6M | +119.5% | +35.3% | +84.3% | +109.2% |
| YTD | +55.2% | +82.2% | -27.0% | +41.6% |
| 1Y | +58.6% | +92.3% | -33.7% | +43.6% |
| 3Y | +21.3% | +336.8% | -315.5% | -1.7% |
| 5Y | +276.2% | +370.6% | -94.4% | +176.7% |
| All | +422.3% | +276.5% | +145.8% | +292.8% |
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