+1,225.4%
ELV vs ITOT
+879.4%
+345.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.5% |
| 7D | +0.4% | -2.0% | +2.5% | +2.1% |
| 30D | +6.7% | -2.0% | +8.7% | +8.4% |
| 3M | +3.0% | +4.5% | -1.6% | -0.9% |
| 6M | +48.0% | +12.6% | +35.3% | +33.7% |
| YTD | +20.0% | +12.0% | +8.1% | +8.9% |
| 1Y | +37.9% | +17.3% | +20.6% | +20.3% |
| 3Y | -2.8% | +75.2% | -78.1% | -41.2% |
| 5Y | +24.8% | +74.0% | -49.2% | -25.8% |
| 10Y | +275.1% | +298.6% | -23.5% | +9.9% |
| All | +1,225.4% | +879.4% | +345.9% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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