+272.1%
ELV vs DG
+101.8%
+170.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +2.8% | -6.5% | +9.2% | +4.1% |
| 30D | +4.9% | +4.2% | +0.7% | +4.0% |
| 3M | +4.9% | +9.5% | -4.6% | +2.6% |
| 6M | +45.1% | -13.1% | +58.2% | +48.4% |
| YTD | +20.7% | -4.8% | +25.5% | +21.1% |
| 1Y | +35.0% | +20.6% | +14.4% | +28.2% |
| 3Y | -2.4% | +4.9% | -7.4% | -8.4% |
| 5Y | +25.5% | -37.9% | +63.3% | +34.1% |
| All | +272.1% | +101.8% | +170.4% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling