-5.3%
ELV vs FIVE
+56.0%
-61.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -1.9% |
| 7D | +3.3% | +4.3% | -0.9% | +3.1% |
| 30D | +4.2% | +12.5% | -8.4% | +3.7% |
| 3M | -0.1% | +31.2% | -31.3% | -1.1% |
| 6M | +41.3% | +14.4% | +26.9% | +40.2% |
| YTD | +17.4% | +33.9% | -16.5% | +15.6% |
| 1Y | +35.1% | +65.1% | -30.0% | +31.6% |
| All | -5.3% | +56.0% | -61.3% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling