+255.8%
ELV vs CAPR
-65.7%
+321.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +1.0% | +5.9% | -4.9% | +0.8% |
| 30D | +0.4% | +44.6% | -44.2% | -0.2% |
| 3M | +8.4% | +126.4% | -118.0% | +6.9% |
| 6M | +8.4% | -68.6% | +77.0% | +8.8% |
| YTD | +24.4% | -67.0% | +91.4% | +24.6% |
| 1Y | +33.5% | +65.2% | -31.7% | +27.1% |
| 3Y | -2.1% | +235.6% | -237.6% | -10.4% |
| 5Y | +5.8% | +175.4% | -169.7% | -4.2% |
| All | +255.8% | -65.7% | +321.5% | +206.6% |
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