+268.7%
ELV vs M
-5.1%
+273.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.1% | -3.3% | +2.2% | -0.8% |
| 30D | +1.8% | +8.1% | -6.3% | +0.7% |
| 3M | +10.5% | +2.2% | +8.3% | +10.0% |
| 6M | +13.5% | +35.1% | -21.7% | +8.9% |
| YTD | +24.3% | +15.8% | +8.5% | +21.2% |
| 1Y | +38.9% | +25.8% | +13.1% | +34.0% |
| 3Y | -1.5% | +156.2% | -157.7% | -15.9% |
| 5Y | +7.3% | -2.4% | +9.6% | +0.3% |
| 10Y | +268.7% | -7.1% | +275.8% | +175.5% |
| All | +268.7% | -5.1% | +273.8% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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