+255.8%
ELV vs ES
+98.2%
+157.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | +1.0% | +2.7% | -1.7% | -0.1% |
| 30D | +0.4% | +7.6% | -7.2% | -2.6% |
| 3M | +8.4% | +0.5% | +7.9% | +8.0% |
| 6M | +8.4% | +7.6% | +0.8% | +4.8% |
| YTD | +24.4% | +10.2% | +14.2% | +18.6% |
| 1Y | +33.5% | +1.8% | +31.7% | +31.0% |
| 3Y | -2.1% | +55.4% | -57.5% | -22.1% |
| 5Y | +5.8% | +7.3% | -1.5% | -1.4% |
| All | +255.8% | +98.2% | +157.6% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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