+16.4%
ELV vs FIVE
+38.7%
-22.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -0.3% | +3.7% | -3.9% | -0.5% |
| 30D | +2.0% | +4.0% | -2.0% | +1.7% |
| 3M | -3.5% | +36.2% | -39.7% | -5.5% |
| 6M | +40.2% | +18.0% | +22.2% | +38.1% |
| YTD | +15.8% | +34.9% | -19.0% | +12.8% |
| 1Y | +33.2% | +67.9% | -34.7% | +27.5% |
| 3Y | -6.2% | +57.3% | -63.6% | -9.8% |
| 5Y | +16.4% | +39.5% | -23.1% | +11.4% |
| All | +16.4% | +38.7% | -22.3% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling