+232.6%
ELV vs RACE
+647.6%
-415.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.2% |
| 7D | +3.3% | -2.5% | +5.8% | +4.0% |
| 30D | +4.2% | +0.8% | +3.4% | +3.8% |
| 3M | -0.1% | +17.2% | -17.2% | -4.8% |
| 6M | +41.3% | +13.6% | +27.7% | +35.1% |
| YTD | +17.4% | +12.2% | +5.2% | +12.4% |
| 1Y | +35.1% | -16.3% | +51.3% | +39.9% |
| 3Y | -3.2% | +36.4% | -39.7% | -16.3% |
| 5Y | +15.6% | +95.0% | -79.4% | -13.9% |
| 10Y | +276.8% | +813.2% | -536.5% | +81.6% |
| All | +232.6% | +647.6% | -415.0% | +54.2% |
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