+36.5%
ELV vs ROIV
+232.7%
-196.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | +3.3% | +0.6% | +2.7% | +3.3% |
| 30D | +4.2% | +1.0% | +3.2% | +4.1% |
| 3M | -0.1% | +18.3% | -18.4% | -0.6% |
| 6M | +41.3% | +18.3% | +22.9% | +40.5% |
| YTD | +17.4% | +61.0% | -43.5% | +15.7% |
| 1Y | +35.1% | +177.9% | -142.8% | +31.2% |
| 3Y | -3.2% | +199.1% | -202.3% | -6.4% |
| 5Y | +15.6% | +250.7% | -235.1% | +13.4% |
| All | +36.5% | +232.7% | -196.1% | +35.8% |
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