+414.1%
ELF vs ROIV
+270.3%
+143.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.4% | +4.9% |
| 7D | +4.0% | +5.3% | -1.4% | +3.3% |
| 30D | +10.6% | +11.9% | -1.3% | +9.0% |
| 3M | +25.8% | +10.7% | +15.1% | +23.6% |
| 6M | +89.1% | +34.9% | +54.2% | +80.2% |
| YTD | +52.7% | +79.2% | -26.4% | +39.7% |
| 1Y | +51.7% | +89.0% | -37.3% | +37.8% |
| 3Y | +14.2% | +337.3% | -323.1% | -7.4% |
| 5Y | +270.7% | +402.3% | -131.6% | +171.8% |
| All | +414.1% | +270.3% | +143.8% | +287.5% |
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