+741.9%
ELV vs FIVE
+822.5%
-80.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +5.3% | +17.7% | -12.4% | +2.7% |
| 3M | +9.2% | +4.0% | +5.2% | +8.3% |
| 6M | +14.5% | +2.6% | +11.9% | +13.2% |
| YTD | +23.2% | +27.6% | -4.4% | +17.1% |
| 1Y | +38.0% | +59.9% | -21.9% | +26.5% |
| 3Y | -1.5% | +35.8% | -37.3% | -10.8% |
| 5Y | +8.5% | +14.4% | -5.9% | -1.5% |
| 10Y | +309.5% | +576.1% | -266.7% | +156.9% |
| All | +741.9% | +822.5% | -80.5% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling