+268.4%
ELV vs CAPR
-68.2%
+336.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.9% | +12.7% | +2.8% |
| 7D | +3.8% | +7.6% | -3.8% | +3.7% |
| 30D | +4.1% | +13.3% | -9.2% | +3.9% |
| 3M | +8.5% | +130.4% | -121.9% | +7.1% |
| 6M | +14.6% | -70.8% | +85.4% | +15.2% |
| YTD | +24.4% | -69.3% | +93.6% | +24.8% |
| 1Y | +44.2% | +59.5% | -15.3% | +37.3% |
| 3Y | -1.4% | +216.8% | -218.2% | -9.9% |
| 5Y | +8.8% | +152.7% | -143.9% | -1.4% |
| 10Y | +268.4% | -68.2% | +336.6% | +217.8% |
| All | +268.4% | -68.2% | +336.6% | +217.8% |
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