+248.9%
ELV vs RACE
+658.9%
-410.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +1.3% | +5.1% | -3.8% | 0.0% |
| 30D | +5.3% | +7.7% | -2.4% | +3.2% |
| 3M | +9.2% | +2.2% | +7.0% | +8.4% |
| 6M | +14.5% | +23.8% | -9.2% | +7.2% |
| YTD | +23.2% | +13.9% | +9.3% | +17.4% |
| 1Y | +38.0% | +3.8% | +34.3% | +35.0% |
| 3Y | -1.5% | +28.0% | -29.6% | -12.8% |
| 5Y | +8.5% | +64.9% | -56.4% | -13.8% |
| 10Y | +309.5% | +780.4% | -470.9% | +98.7% |
| All | +248.9% | +658.9% | -410.0% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling