+257.4%
ELV vs COO
+36.7%
+220.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +5.0% | +1.0% |
| 7D | -2.2% | -9.0% | +6.8% | +1.1% |
| 30D | -0.2% | -16.8% | +16.6% | +6.5% |
| 3M | -6.1% | -7.5% | +1.4% | -4.0% |
| 6M | +42.8% | -16.3% | +59.1% | +51.0% |
| YTD | +14.4% | -22.5% | +36.9% | +24.4% |
| 1Y | +28.6% | -7.0% | +35.6% | +30.0% |
| 3Y | -7.4% | -27.5% | +20.0% | -1.0% |
| 5Y | +14.5% | -43.3% | +57.8% | +35.3% |
| 10Y | +257.4% | +37.6% | +219.9% | +209.3% |
| All | +257.4% | +36.7% | +220.7% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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