+268.7%
ELV vs COO
+40.2%
+228.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | +1.8% | +13.3% | -11.5% | -2.5% |
| 3M | +10.5% | -18.1% | +28.6% | +17.4% |
| 6M | +13.5% | +6.7% | +6.8% | +8.8% |
| YTD | +24.3% | -23.2% | +47.5% | +34.2% |
| 1Y | +38.9% | -12.3% | +51.2% | +42.4% |
| 3Y | -1.5% | -23.6% | +22.1% | +2.0% |
| 5Y | +7.3% | -38.7% | +46.0% | +20.5% |
| 10Y | +268.7% | +42.2% | +226.5% | +234.7% |
| All | +268.7% | +40.2% | +228.5% | +234.7% |
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