+2,568.1%
ELV vs RRC
+1,801.5%
+766.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +1.0% | +6.4% | -5.4% | +0.2% |
| 30D | +0.4% | +23.9% | -23.5% | -2.4% |
| 3M | +8.4% | +30.2% | -21.8% | +4.7% |
| 6M | +8.4% | +26.3% | -17.8% | +5.0% |
| YTD | +24.4% | +48.1% | -23.7% | +17.9% |
| 1Y | +33.5% | +37.7% | -4.2% | +27.5% |
| 3Y | -2.1% | +60.3% | -62.4% | -9.4% |
| 5Y | +5.8% | +135.3% | -129.5% | -9.8% |
| 10Y | +268.9% | +73.3% | +195.6% | +187.7% |
| All | +2,568.1% | +1,801.5% | +766.6% | +1,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling