+272.1%
ELV vs DD
+66.6%
+205.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +2.8% | -3.5% | +6.2% | +3.9% |
| 30D | +4.9% | -11.7% | +16.6% | +8.9% |
| 3M | +4.9% | -9.2% | +14.1% | +7.9% |
| 6M | +45.1% | -7.2% | +52.3% | +47.3% |
| YTD | +20.7% | +6.6% | +14.1% | +16.8% |
| 1Y | +35.0% | +32.0% | +3.0% | +21.7% |
| 3Y | -2.4% | +42.1% | -44.6% | -17.1% |
| 5Y | +25.5% | +58.1% | -32.6% | -0.7% |
| All | +272.1% | +66.6% | +205.5% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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