+273.7%
ELV vs CBOE
+368.5%
-94.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.2% |
| 7D | +3.2% | -5.8% | +9.0% | +5.1% |
| 30D | +5.4% | -3.1% | +8.5% | +6.2% |
| 3M | +5.4% | -4.8% | +10.1% | +6.1% |
| 6M | +45.7% | -0.6% | +46.3% | +43.1% |
| YTD | +21.2% | +12.8% | +8.4% | +13.6% |
| 1Y | +35.6% | +19.8% | +15.8% | +24.1% |
| 3Y | -2.0% | +86.9% | -89.0% | -26.1% |
| 5Y | +26.0% | +136.5% | -110.5% | -15.1% |
| All | +273.7% | +368.5% | -94.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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