+273.7%
ELV vs DRI
+353.8%
-80.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +5.4% | -7.8% | +13.2% | +7.6% |
| 3M | +5.4% | +0.4% | +5.0% | +4.9% |
| 6M | +45.7% | +4.8% | +40.9% | +42.8% |
| YTD | +21.2% | +16.7% | +4.5% | +14.9% |
| 1Y | +35.6% | +1.5% | +34.1% | +33.5% |
| 3Y | -2.0% | +56.3% | -58.3% | -16.5% |
| 5Y | +26.0% | +66.4% | -40.4% | +3.2% |
| All | +273.7% | +353.8% | -80.1% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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