+273.7%
ELV vs RNG
+222.9%
+50.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +3.2% | -6.1% | +9.3% | +3.7% |
| 30D | +5.4% | +9.6% | -4.2% | +4.6% |
| 3M | +5.4% | +83.3% | -78.0% | +0.2% |
| 6M | +45.7% | +77.9% | -32.2% | +38.3% |
| YTD | +21.2% | +139.9% | -118.7% | +11.5% |
| 1Y | +35.6% | +121.7% | -86.0% | +25.3% |
| 3Y | -2.0% | +121.9% | -123.9% | -11.3% |
| 5Y | +26.0% | -68.4% | +94.4% | +37.3% |
| All | +273.7% | +222.9% | +50.9% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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