+386.3%
ELF vs ROIV
+248.8%
+137.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | +6.9% | +3.1% | +3.8% | +6.4% |
| 3M | +27.2% | +5.8% | +21.3% | +25.6% |
| 6M | +84.9% | +29.3% | +55.6% | +77.1% |
| YTD | +44.5% | +68.8% | -24.3% | +33.1% |
| 1Y | -6.8% | +81.0% | -87.8% | -15.0% |
| 3Y | +14.2% | +294.6% | -280.4% | -6.3% |
| 5Y | +250.6% | +373.1% | -122.5% | +159.1% |
| All | +386.3% | +248.8% | +137.5% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling