+273.7%
ELV vs RRX
+228.4%
+45.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | +3.2% | -0.3% | +3.6% | +3.2% |
| 30D | +5.4% | -6.1% | +11.5% | +6.7% |
| 3M | +5.4% | -23.1% | +28.4% | +10.0% |
| 6M | +45.7% | -19.5% | +65.2% | +48.8% |
| YTD | +21.2% | +16.1% | +5.1% | +11.6% |
| 1Y | +35.6% | +12.9% | +22.7% | +25.2% |
| 3Y | -2.0% | +7.9% | -9.9% | -13.1% |
| 5Y | +26.0% | +19.1% | +6.9% | +1.9% |
| All | +273.7% | +228.4% | +45.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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