+2,419.4%
ELV vs D
+498.8%
+1,920.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +3.3% | +1.5% | +1.9% | +2.7% |
| 30D | +4.2% | -2.6% | +6.7% | +5.3% |
| 3M | -0.1% | 0.0% | -0.1% | -0.3% |
| 6M | +41.3% | +7.4% | +33.9% | +35.8% |
| YTD | +17.4% | +15.9% | +1.6% | +8.9% |
| 1Y | +35.1% | +18.1% | +16.9% | +24.0% |
| 3Y | -3.2% | +58.4% | -61.6% | -24.4% |
| 5Y | +15.6% | +5.2% | +10.4% | +8.3% |
| 10Y | +276.8% | +35.9% | +240.9% | +205.8% |
| All | +2,419.4% | +498.8% | +1,920.5% | +1,034.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling