+273.7%
ELV vs ROP
+135.6%
+138.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -4.6% | +7.8% | +5.6% |
| 30D | +5.4% | -1.7% | +7.1% | +6.1% |
| 3M | +5.4% | +17.1% | -11.7% | -3.8% |
| 6M | +45.7% | +10.9% | +34.9% | +36.2% |
| YTD | +21.2% | -12.1% | +33.3% | +28.1% |
| 1Y | +35.6% | -24.2% | +59.9% | +54.8% |
| 3Y | -2.0% | -20.4% | +18.4% | +6.6% |
| 5Y | +26.0% | -15.4% | +41.4% | +29.9% |
| All | +273.7% | +135.6% | +138.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling