+262.0%
ELV vs D
+36.4%
+225.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | -0.3% | +0.8% | -1.0% | -0.6% |
| 30D | +2.0% | -0.7% | +2.7% | +2.2% |
| 3M | -3.5% | +2.1% | -5.6% | -4.5% |
| 6M | +40.2% | +6.8% | +33.4% | +35.3% |
| YTD | +15.8% | +16.5% | -0.7% | +7.5% |
| 1Y | +33.2% | +19.2% | +14.0% | +22.2% |
| 3Y | -6.2% | +61.9% | -68.1% | -27.1% |
| 5Y | +16.4% | +6.5% | +9.9% | +10.8% |
| All | +262.0% | +36.4% | +225.6% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling