+40.7%
ELV vs ROIV
+287.3%
-246.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.9% |
| 7D | +1.1% | +13.3% | -12.2% | +0.8% |
| 30D | +1.3% | +14.8% | -13.4% | +1.0% |
| 3M | +6.6% | +11.9% | -5.4% | +6.2% |
| 6M | +11.6% | +42.4% | -30.8% | +10.4% |
| YTD | +21.1% | +87.4% | -66.4% | +18.7% |
| 1Y | +34.2% | +97.2% | -63.0% | +31.5% |
| 3Y | -2.9% | +375.7% | -378.6% | -6.9% |
| 5Y | +4.6% | +379.0% | -374.4% | -2.0% |
| All | +40.7% | +287.3% | -246.6% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling