+255.8%
ELV vs P
+652.0%
-396.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +1.0% | +11.6% | -10.7% | -0.2% |
| 30D | +0.4% | -23.7% | +24.1% | +2.7% |
| 3M | +8.4% | -8.0% | +16.3% | +8.2% |
| 6M | +8.4% | +27.9% | -19.5% | +3.5% |
| YTD | +24.4% | +61.2% | -36.8% | +14.9% |
| 1Y | +33.5% | +28.6% | +4.9% | +25.6% |
| 3Y | -2.1% | +200.5% | -202.6% | -22.9% |
| 5Y | +5.8% | +282.9% | -277.2% | -22.8% |
| All | +255.8% | +652.0% | -396.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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