+702.6%
ELV vs FIVE
+868.1%
-165.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -2.5% |
| 7D | +3.3% | +4.3% | -0.9% | +2.6% |
| 30D | +4.2% | +12.5% | -8.4% | +2.2% |
| 3M | -0.1% | +31.2% | -31.3% | -4.4% |
| 6M | +41.3% | +14.4% | +26.9% | +37.0% |
| YTD | +17.4% | +33.9% | -16.5% | +11.0% |
| 1Y | +35.1% | +65.1% | -30.0% | +23.1% |
| 3Y | -3.2% | +49.0% | -52.2% | -13.7% |
| 5Y | +15.6% | +30.3% | -14.7% | +2.4% |
| 10Y | +276.8% | +481.1% | -204.3% | +140.6% |
| All | +702.6% | +868.1% | -165.6% | +323.3% |
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