+39.9%
ELV vs TRU
+2.1%
+37.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.4% | +4.3% |
| 7D | +4.8% | +10.5% | -5.8% | +3.4% |
| 30D | +10.1% | +28.7% | -18.6% | +6.9% |
| 3M | +15.4% | +0.7% | +14.7% | +15.1% |
| 6M | +17.7% | +19.3% | -1.6% | +14.3% |
| YTD | +25.7% | -3.7% | +29.4% | +28.4% |
| 1Y | +39.9% | +3.4% | +36.4% | +39.3% |
| All | +39.9% | +2.1% | +37.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling