+2,497.1%
ELV vs RL
+2,402.3%
+94.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.6% | -3.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +1.3% | +7.3% | -6.0% | -0.4% |
| 3M | +6.6% | +1.0% | +5.5% | +6.0% |
| 6M | +11.6% | +11.8% | -0.2% | +7.9% |
| YTD | +21.1% | +13.6% | +7.5% | +16.1% |
| 1Y | +34.2% | +24.0% | +10.2% | +26.2% |
| 3Y | -2.9% | +256.6% | -259.5% | -31.1% |
| 5Y | +4.6% | +240.2% | -235.6% | -27.3% |
| 10Y | +272.8% | +373.0% | -100.1% | +121.9% |
| All | +2,497.1% | +2,402.3% | +94.8% | +852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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