+1,245.3%
ELV vs TRI
+507.2%
+738.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -2.2% | -8.4% | +6.2% | +0.7% |
| 30D | -0.2% | -6.5% | +6.3% | +1.8% |
| 3M | -6.1% | +18.6% | -24.7% | -13.6% |
| 6M | +42.8% | -10.4% | +53.3% | +43.9% |
| YTD | +14.4% | -23.7% | +38.1% | +21.1% |
| 1Y | +28.6% | -42.5% | +71.1% | +52.0% |
| 3Y | -7.4% | -19.3% | +11.9% | -7.0% |
| 5Y | +14.5% | -9.7% | +24.1% | +8.1% |
| 10Y | +257.4% | +194.4% | +63.0% | +103.9% |
| All | +1,245.3% | +507.2% | +738.2% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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