+10.1%
ELV vs DECK
+25.8%
-15.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +2.4% | +6.0% | -3.7% | +1.9% |
| 30D | +8.0% | +7.4% | +0.5% | +7.4% |
| 3M | +10.9% | -11.7% | +22.5% | +11.8% |
| 6M | +18.0% | -11.0% | +29.0% | +18.7% |
| YTD | +25.0% | -15.4% | +40.4% | +26.0% |
| 1Y | +38.5% | +7.2% | +31.3% | +37.3% |
| 3Y | +1.0% | -11.8% | +12.8% | -2.2% |
| 5Y | +10.1% | +24.3% | -14.2% | -0.6% |
| All | +10.1% | +25.8% | -15.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling