+14.5%
ELV vs RMD
-22.9%
+37.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.2% | -4.7% | +2.5% | -1.4% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | -6.1% | +12.0% | -18.1% | -8.3% |
| 6M | +42.8% | -12.5% | +55.4% | +45.6% |
| YTD | +14.4% | -7.9% | +22.3% | +15.3% |
| 1Y | +28.6% | -20.4% | +49.0% | +33.1% |
| 3Y | -7.4% | +53.1% | -60.5% | -17.7% |
| 5Y | +14.5% | -22.1% | +36.6% | +11.9% |
| All | +14.5% | -22.9% | +37.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling