+273.7%
ELV vs RVTY
+145.6%
+128.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | +3.2% | -4.5% | +7.7% | +4.5% |
| 30D | +5.4% | +5.5% | -0.1% | +3.5% |
| 3M | +5.4% | +22.5% | -17.2% | -1.3% |
| 6M | +45.7% | +38.9% | +6.8% | +30.3% |
| YTD | +21.2% | +28.7% | -7.5% | +10.3% |
| 1Y | +35.6% | +45.5% | -9.9% | +18.4% |
| 3Y | -2.0% | +16.4% | -18.4% | -11.8% |
| 5Y | +26.0% | -32.7% | +58.7% | +37.3% |
| All | +273.7% | +145.6% | +128.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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