-1.5%
ELV vs ROIV
+314.9%
-316.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.9% |
| 7D | +1.3% | +5.3% | -4.0% | +0.9% |
| 30D | +5.3% | +11.9% | -6.6% | +4.4% |
| 3M | +9.2% | +10.7% | -1.5% | +8.1% |
| 6M | +14.5% | +34.9% | -20.4% | +11.2% |
| YTD | +23.2% | +79.2% | -56.0% | +15.8% |
| 1Y | +38.0% | +89.0% | -51.0% | +28.7% |
| 3Y | -1.5% | +337.3% | -338.9% | -17.9% |
| All | -1.5% | +314.9% | -316.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling