+424.6%
ELF vs ROIV
+292.3%
+132.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +6.3% | +14.3% | -8.0% | +4.5% |
| 30D | +8.5% | +16.2% | -7.7% | +6.4% |
| 3M | +24.4% | +15.1% | +9.3% | +21.6% |
| 6M | +94.7% | +44.2% | +50.5% | +84.0% |
| YTD | +55.9% | +89.8% | -34.0% | +41.4% |
| 1Y | +48.4% | +94.6% | -46.2% | +34.2% |
| 3Y | +24.6% | +367.5% | -342.9% | +0.2% |
| 5Y | +285.0% | +421.4% | -136.4% | +180.6% |
| All | +424.6% | +292.3% | +132.3% | +292.4% |
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