+24.8%
ELV vs RVTY
-34.5%
+59.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.3% |
| 7D | +0.4% | -7.4% | +7.8% | +1.6% |
| 30D | +6.7% | +4.5% | +2.2% | +5.8% |
| 3M | +3.0% | +19.5% | -16.5% | -0.2% |
| 6M | +48.0% | +34.1% | +13.8% | +40.1% |
| YTD | +20.0% | +25.3% | -5.2% | +14.6% |
| 1Y | +37.9% | +47.0% | -9.1% | +28.0% |
| 3Y | -2.8% | +14.1% | -17.0% | -7.2% |
| 5Y | +24.8% | -34.6% | +59.4% | +29.2% |
| All | +24.8% | -34.5% | +59.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling