+2,419.4%
ELV vs RVTY
+504.8%
+1,914.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +4.2% | +13.2% | -9.1% | +0.7% |
| 3M | -0.1% | +27.2% | -27.3% | -6.7% |
| 6M | +41.3% | +32.4% | +8.8% | +29.5% |
| YTD | +17.4% | +34.9% | -17.4% | +6.7% |
| 1Y | +35.1% | +52.4% | -17.3% | +18.4% |
| 3Y | -3.2% | +12.3% | -15.5% | -10.8% |
| 5Y | +15.6% | -30.8% | +46.4% | +19.4% |
| 10Y | +276.8% | +150.7% | +126.1% | +166.5% |
| All | +2,419.4% | +504.8% | +1,914.6% | +1,048.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling