+21.5%
ELV vs S
-51.5%
+73.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.2% |
| 7D | -0.5% | +4.1% | -4.5% | -0.6% |
| 30D | +1.1% | -7.2% | +8.3% | +1.2% |
| 3M | +8.2% | 0.0% | +8.2% | +8.0% |
| 6M | +10.2% | +41.6% | -31.4% | +9.1% |
| YTD | +24.4% | +48.6% | -24.2% | +22.9% |
| 1Y | +33.8% | +30.0% | +3.8% | +32.5% |
| 3Y | -1.4% | +42.2% | -43.5% | -3.3% |
| 5Y | +5.8% | -70.8% | +76.6% | +6.2% |
| All | +21.5% | -51.5% | +73.1% | +23.8% |
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