+255.8%
ELV vs FIVE
+504.2%
-248.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.0% | +2.7% | -1.7% | +0.5% |
| 30D | +0.4% | +12.7% | -12.3% | -1.6% |
| 3M | +8.4% | +2.1% | +6.3% | +7.7% |
| 6M | +8.4% | +17.5% | -9.0% | +4.8% |
| YTD | +24.4% | +31.0% | -6.6% | +17.3% |
| 1Y | +33.5% | +67.7% | -34.2% | +20.8% |
| 3Y | -2.1% | +43.4% | -45.5% | -12.1% |
| 5Y | +5.8% | +18.1% | -12.3% | -4.1% |
| All | +255.8% | +504.2% | -248.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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