+476.5%
ELV vs RNG
+309.1%
+167.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +2.0% | +11.4% | -9.4% | +1.0% |
| 3M | -3.5% | +72.1% | -75.6% | -8.0% |
| 6M | +40.2% | +67.9% | -27.7% | +33.2% |
| YTD | +15.8% | +144.3% | -128.5% | +5.8% |
| 1Y | +33.2% | +117.5% | -84.4% | +22.7% |
| 3Y | -6.2% | +123.9% | -130.1% | -15.7% |
| 5Y | +16.4% | -70.1% | +86.5% | +25.7% |
| 10Y | +259.8% | +215.9% | +43.9% | +174.4% |
| All | +476.5% | +309.1% | +167.4% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling