+2,569.4%
ELV vs RBA
+3,156.6%
-587.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +1.1% | +6.8% | -5.8% | -0.5% |
| 3M | +8.2% | +9.5% | -1.3% | +5.8% |
| 6M | +10.2% | -8.2% | +18.4% | +11.1% |
| YTD | +24.4% | -7.7% | +32.2% | +24.6% |
| 1Y | +33.8% | -6.9% | +40.7% | +33.7% |
| 3Y | -1.4% | +61.6% | -63.0% | -14.6% |
| 5Y | +5.8% | +44.7% | -38.9% | -8.2% |
| 10Y | +269.1% | +205.3% | +63.7% | +156.5% |
| All | +2,569.4% | +3,156.6% | -587.1% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling