+749.9%
ELV vs FIVE
+873.2%
-123.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +3.8% | +7.3% | -3.5% | +2.7% |
| 30D | +4.1% | +18.1% | -14.0% | +1.4% |
| 3M | +8.5% | +7.7% | +0.8% | +7.0% |
| 6M | +14.6% | +13.6% | +1.0% | +11.5% |
| YTD | +24.4% | +34.6% | -10.2% | +17.2% |
| 1Y | +44.2% | +66.2% | -22.0% | +31.4% |
| 3Y | -1.4% | +43.5% | -44.9% | -11.4% |
| 5Y | +8.8% | +20.7% | -11.9% | -2.1% |
| 10Y | +268.4% | +541.5% | -273.1% | +132.2% |
| All | +749.9% | +873.2% | -123.3% | +347.1% |
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