+15.9%
ELV vs OUST
-56.2%
+72.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.8% |
| 7D | +3.3% | +5.2% | -1.9% | +3.3% |
| 30D | +4.2% | -19.3% | +23.4% | +4.2% |
| 3M | -0.1% | -22.6% | +22.6% | -0.1% |
| 6M | +41.3% | +62.8% | -21.5% | +40.9% |
| YTD | +17.4% | +68.3% | -50.9% | +17.1% |
| 1Y | +35.1% | +28.5% | +6.5% | +34.7% |
| 3Y | -3.2% | +554.0% | -557.3% | -4.6% |
| All | +15.9% | -56.2% | +72.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 5y: compounded portfolio wealth divided by compounded OUST 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…
5y analysis · Full analysis span regression · 6 months rolling