+14.5%
ELV vs ROP
-16.4%
+30.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.8% |
| 7D | -2.2% | -6.1% | +3.9% | -0.1% |
| 30D | -0.2% | -3.4% | +3.2% | +0.9% |
| 3M | -6.1% | +16.7% | -22.8% | -11.8% |
| 6M | +42.8% | +8.1% | +34.8% | +37.8% |
| YTD | +14.4% | -11.7% | +26.1% | +19.8% |
| 1Y | +28.6% | -24.2% | +52.8% | +42.6% |
| 3Y | -7.4% | -19.0% | +11.6% | -1.5% |
| 5Y | +14.5% | -15.9% | +30.3% | +17.5% |
| All | +14.5% | -16.4% | +30.9% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling