+272.1%
ELV vs RMD
+274.3%
-2.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +2.8% | -4.4% | +7.2% | +4.0% |
| 30D | +4.9% | -3.1% | +8.0% | +5.7% |
| 3M | +4.9% | +13.8% | -8.9% | +0.6% |
| 6M | +45.1% | -8.6% | +53.7% | +47.5% |
| YTD | +20.7% | -8.6% | +29.3% | +22.3% |
| 1Y | +35.0% | -19.7% | +54.7% | +41.9% |
| 3Y | -2.4% | +48.4% | -50.8% | -17.8% |
| 5Y | +25.5% | -22.7% | +48.2% | +28.8% |
| All | +272.1% | +274.3% | -2.2% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling