+869.6%
ELV vs DG
+577.8%
+291.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.5% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | +2.0% | +1.0% | +1.0% | +1.7% |
| 3M | -3.5% | +20.3% | -23.8% | -7.6% |
| 6M | +40.2% | -11.7% | +51.9% | +42.9% |
| YTD | +15.8% | -2.3% | +18.2% | +15.5% |
| 1Y | +33.2% | +20.0% | +13.2% | +26.3% |
| 3Y | -6.2% | +7.2% | -13.5% | -12.5% |
| 5Y | +16.4% | -37.9% | +54.4% | +22.8% |
| 10Y | +259.8% | +107.3% | +152.5% | +177.2% |
| All | +869.6% | +577.8% | +291.9% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2026-09-08: compounded portfolio wealth divided by compounded DG 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling