+14.5%
ELV vs DRI
+68.4%
-53.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | -0.2% | -3.9% | +3.7% | +0.4% |
| 3M | -6.1% | +5.1% | -11.2% | -7.1% |
| 6M | +42.8% | +5.5% | +37.3% | +40.9% |
| YTD | +14.4% | +16.5% | -2.1% | +10.5% |
| 1Y | +28.6% | +2.0% | +26.6% | +27.0% |
| 3Y | -7.4% | +54.5% | -61.9% | -16.9% |
| 5Y | +14.5% | +66.6% | -52.1% | 0.0% |
| All | +14.5% | +68.4% | -53.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling