+11.7%
ELV vs S
-57.7%
+69.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -2.2% | -1.2% | -1.0% | -2.2% |
| 30D | -0.2% | -12.6% | +12.3% | +0.1% |
| 3M | -6.1% | +27.6% | -33.7% | -6.7% |
| 6M | +42.8% | +35.5% | +7.4% | +41.6% |
| YTD | +14.4% | +29.6% | -15.2% | +13.5% |
| 1Y | +28.6% | +8.1% | +20.5% | +28.0% |
| 3Y | -7.4% | +14.8% | -22.2% | -8.7% |
| 5Y | +14.5% | -70.6% | +85.0% | +15.1% |
| All | +11.7% | -57.7% | +69.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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