+257.4%
ELV vs M
-7.1%
+264.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.8% |
| 7D | -2.2% | -4.1% | +1.9% | -1.7% |
| 30D | -0.2% | -13.6% | +13.4% | +1.5% |
| 3M | -6.1% | -2.3% | -3.8% | -6.2% |
| 6M | +42.8% | +21.9% | +20.9% | +38.7% |
| YTD | +14.4% | -0.6% | +15.0% | +13.7% |
| 1Y | +28.6% | +29.7% | -1.1% | +23.6% |
| 3Y | -7.4% | +107.3% | -114.7% | -19.0% |
| 5Y | +14.5% | +20.5% | -6.0% | +2.6% |
| 10Y | +257.4% | -6.1% | +263.5% | +160.9% |
| All | +257.4% | -7.1% | +264.5% | +160.9% |
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