+22.2%
ELV vs RRX
+17.8%
+4.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +5.4% | -23.1% | +28.4% | +6.7% |
| 6M | +45.7% | -19.5% | +65.2% | +46.4% |
| YTD | +21.2% | +16.1% | +5.1% | +17.3% |
| 1Y | +35.6% | +12.9% | +22.7% | +31.4% |
| 3Y | -2.0% | +7.9% | -9.9% | -4.7% |
| All | +22.2% | +17.8% | +4.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling