+16.4%
ELV vs RBA
+44.6%
-28.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +2.0% | -13.2% | +15.2% | +3.3% |
| 3M | -3.5% | -21.4% | +17.9% | -1.7% |
| 6M | +40.2% | -20.9% | +61.1% | +42.5% |
| YTD | +15.8% | -19.9% | +35.7% | +17.1% |
| 1Y | +33.2% | -28.7% | +61.8% | +36.5% |
| 3Y | -6.2% | +27.4% | -33.6% | -11.6% |
| 5Y | +16.4% | +41.7% | -25.3% | +7.0% |
| All | +16.4% | +44.6% | -28.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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