-2.1%
ELV vs RACE
+24.7%
-26.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +0.4% | +6.1% | -5.8% | -0.3% |
| 3M | +8.4% | -0.3% | +8.7% | +8.3% |
| 6M | +8.4% | +23.4% | -15.0% | +5.3% |
| YTD | +24.4% | +12.5% | +11.8% | +22.0% |
| 1Y | +33.5% | -0.5% | +34.0% | +32.9% |
| 3Y | -2.1% | +23.6% | -25.7% | -0.7% |
| All | -2.1% | +24.7% | -26.8% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling