+273.7%
ELV vs ET
+177.0%
+96.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +5.4% | +2.9% | +2.5% | +4.7% |
| 3M | +5.4% | +16.8% | -11.4% | +1.8% |
| 6M | +45.7% | +18.9% | +26.8% | +40.2% |
| YTD | +21.2% | +37.7% | -16.5% | +12.9% |
| 1Y | +35.6% | +32.4% | +3.2% | +27.2% |
| 3Y | -2.0% | +99.5% | -101.5% | -17.6% |
| 5Y | +26.0% | +244.0% | -218.0% | -7.7% |
| All | +273.7% | +177.0% | +96.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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