+273.7%
ELV vs RSG
+428.9%
-155.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | 0.0% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +5.4% | +4.0% | +1.4% | +2.6% |
| 3M | +5.4% | +7.4% | -2.0% | -0.1% |
| 6M | +45.7% | +0.1% | +45.6% | +44.3% |
| YTD | +21.2% | +6.0% | +15.2% | +14.9% |
| 1Y | +35.6% | -3.0% | +38.6% | +36.4% |
| 3Y | -2.0% | +56.5% | -58.5% | -32.9% |
| 5Y | +26.0% | +90.9% | -64.9% | -28.3% |
| All | +273.7% | +428.9% | -155.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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