+252.7%
ELV vs ESI
+330.1%
-77.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.2% | +3.9% | -6.1% | -3.1% |
| 30D | -0.2% | -3.8% | +3.6% | +0.5% |
| 3M | -6.1% | -13.1% | +7.0% | -3.9% |
| 6M | +42.8% | +11.3% | +31.5% | +36.0% |
| YTD | +14.4% | +44.1% | -29.7% | +1.5% |
| 1Y | +28.6% | +40.3% | -11.7% | +14.5% |
| 3Y | -7.4% | +84.1% | -91.5% | -26.1% |
| 5Y | +14.5% | +75.8% | -61.3% | -10.1% |
| All | +252.7% | +330.1% | -77.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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