-19.5%
ELF vs ROIV
+200.3%
-219.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | +5.4% | +0.6% | +4.7% | +5.2% |
| 30D | +27.0% | +1.0% | +26.0% | +26.6% |
| 3M | +113.2% | +18.3% | +94.9% | +105.2% |
| 6M | +36.6% | +18.3% | +18.2% | +30.7% |
| YTD | +44.2% | +61.0% | -16.7% | +27.7% |
| 1Y | -18.0% | +177.9% | -195.9% | -36.7% |
| All | -19.5% | +200.3% | -219.9% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling