+257.4%
ELV vs FIVE
+486.0%
-228.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | -0.2% | +5.0% | -5.2% | -1.1% |
| 3M | -6.1% | +29.5% | -35.6% | -10.2% |
| 6M | +42.8% | +12.4% | +30.4% | +38.7% |
| YTD | +14.4% | +31.2% | -16.8% | +8.0% |
| 1Y | +28.6% | +72.9% | -44.2% | +15.5% |
| 3Y | -7.4% | +53.0% | -60.4% | -18.2% |
| 5Y | +14.5% | +34.2% | -19.7% | 0.0% |
| 10Y | +257.4% | +497.6% | -240.2% | +104.5% |
| All | +257.4% | +486.0% | -228.6% | +104.5% |
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