+4.6%
ELV vs CAPR
+160.6%
-156.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.2% | -1.8% |
| 7D | +1.1% | +36.0% | -34.9% | +1.0% |
| 30D | +1.3% | +25.8% | -24.5% | +1.2% |
| 3M | +6.6% | +140.8% | -134.3% | +6.1% |
| 6M | +11.6% | -67.6% | +79.1% | +11.7% |
| YTD | +21.1% | -65.9% | +86.9% | +21.2% |
| 1Y | +34.2% | +66.1% | -31.9% | +31.6% |
| 3Y | -2.9% | +256.9% | -259.8% | -8.3% |
| 5Y | +4.6% | +172.1% | -167.5% | -1.0% |
| All | +4.6% | +160.6% | -156.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling