+257.4%
ELV vs CAPR
-77.3%
+334.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -1.2% |
| 7D | -2.2% | -12.6% | +10.4% | -2.1% |
| 30D | -0.2% | +124.4% | -124.6% | -1.4% |
| 3M | -6.1% | -66.8% | +60.7% | -5.7% |
| 6M | +42.8% | -71.8% | +114.6% | +43.7% |
| YTD | +14.4% | -70.1% | +84.4% | +14.9% |
| 1Y | +28.6% | +33.3% | -4.7% | +22.9% |
| 3Y | -7.4% | +36.7% | -44.1% | -13.9% |
| 5Y | +14.5% | +72.5% | -58.0% | +4.6% |
| 10Y | +257.4% | -77.3% | +334.7% | +211.6% |
| All | +257.4% | -77.3% | +334.7% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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