+255.0%
ELF vs ROIV
+250.7%
+4.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | +5.4% | +0.6% | +4.7% | +5.3% |
| 30D | +27.0% | +1.0% | +26.0% | +26.8% |
| 3M | +113.2% | +18.3% | +94.9% | +108.3% |
| 6M | +36.6% | +18.3% | +18.2% | +33.0% |
| YTD | +44.2% | +61.0% | -16.7% | +34.4% |
| 1Y | -18.0% | +177.9% | -195.9% | -29.1% |
| 3Y | -19.9% | +199.1% | -219.0% | -32.3% |
| All | +255.0% | +250.7% | +4.3% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling