+272.1%
ELV vs IT
+103.1%
+169.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +4.1% |
| 7D | +2.8% | -3.7% | +6.4% | +3.6% |
| 30D | +4.9% | +0.1% | +4.8% | +4.6% |
| 3M | +4.9% | +20.7% | -15.8% | -1.6% |
| 6M | +45.1% | +12.0% | +33.1% | +37.5% |
| YTD | +20.7% | -28.8% | +49.5% | +28.6% |
| 1Y | +35.0% | -25.5% | +60.5% | +41.0% |
| 3Y | -2.4% | -48.8% | +46.3% | +9.9% |
| 5Y | +25.5% | -42.7% | +68.2% | +31.7% |
| All | +272.1% | +103.1% | +169.0% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling