-2.4%
ELV vs RSG
+57.7%
-60.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +4.9% | +4.0% | +0.9% | +3.7% |
| 3M | +4.9% | +7.4% | -2.5% | +2.5% |
| 6M | +45.1% | +0.1% | +45.0% | +44.6% |
| YTD | +20.7% | +6.0% | +14.7% | +17.5% |
| 1Y | +35.0% | -3.0% | +38.0% | +35.7% |
| 3Y | -2.4% | +56.5% | -58.9% | -16.4% |
| All | -2.4% | +57.7% | -60.1% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling