+7.3%
ELV vs ROIV
+378.2%
-370.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.6% |
| 7D | +1.3% | +5.3% | -4.0% | +1.2% |
| 30D | +5.3% | +11.9% | -6.6% | +4.9% |
| 3M | +9.2% | +10.7% | -1.5% | +8.8% |
| 6M | +14.5% | +34.9% | -20.4% | +13.5% |
| YTD | +23.2% | +79.2% | -56.0% | +21.0% |
| 1Y | +38.0% | +89.0% | -51.0% | +35.4% |
| 3Y | -1.5% | +337.3% | -338.9% | -5.3% |
| All | +7.3% | +378.2% | -370.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling