-2.1%
ELV vs RRC
+60.0%
-62.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +1.0% | +6.4% | -5.4% | +0.6% |
| 30D | +0.4% | +23.9% | -23.5% | -1.2% |
| 3M | +8.4% | +30.2% | -21.8% | +6.3% |
| 6M | +8.4% | +26.3% | -17.8% | +6.4% |
| YTD | +24.4% | +48.1% | -23.7% | +20.7% |
| 1Y | +33.5% | +37.7% | -4.2% | +29.9% |
| 3Y | -2.1% | +60.3% | -62.4% | -6.1% |
| All | -2.1% | +60.0% | -62.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling