+273.7%
ELV vs TAP
-49.9%
+323.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +3.2% | -3.9% | +7.1% | +4.3% |
| 30D | +5.4% | -5.3% | +10.6% | +6.9% |
| 3M | +5.4% | -3.8% | +9.1% | +6.1% |
| 6M | +45.7% | -11.4% | +57.1% | +49.7% |
| YTD | +21.2% | -13.7% | +34.9% | +25.1% |
| 1Y | +35.6% | -17.2% | +52.8% | +41.2% |
| 3Y | -2.0% | -33.1% | +31.0% | +7.1% |
| 5Y | +26.0% | +0.8% | +25.2% | +18.2% |
| All | +273.7% | -49.9% | +323.6% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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