+273.7%
ELV vs ETR
+296.9%
-23.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.2% | -1.8% | +5.0% | +4.0% |
| 30D | +5.4% | -1.8% | +7.1% | +6.1% |
| 3M | +5.4% | -3.6% | +8.9% | +6.7% |
| 6M | +45.7% | +2.6% | +43.1% | +42.6% |
| YTD | +21.2% | +16.0% | +5.2% | +11.8% |
| 1Y | +35.6% | +20.1% | +15.5% | +22.9% |
| 3Y | -2.0% | +143.6% | -145.6% | -40.5% |
| 5Y | +26.0% | +124.4% | -98.4% | -21.4% |
| All | +273.7% | +296.9% | -23.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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