+2,419.4%
ELV vs RBA
+2,786.2%
-366.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +3.3% | -2.9% | +6.2% | +4.0% |
| 30D | +4.2% | -12.3% | +16.5% | +7.0% |
| 3M | -0.1% | -20.5% | +20.5% | +4.2% |
| 6M | +41.3% | -18.5% | +59.8% | +46.2% |
| YTD | +17.4% | -18.2% | +35.7% | +21.0% |
| 1Y | +35.1% | -27.5% | +62.6% | +42.8% |
| 3Y | -3.2% | +38.1% | -41.3% | -13.4% |
| 5Y | +15.6% | +44.8% | -29.2% | -0.2% |
| 10Y | +276.8% | +187.1% | +89.6% | +165.6% |
| All | +2,419.4% | +2,786.2% | -366.8% | +875.3% |
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