+273.7%
ELV vs TRU
+147.2%
+126.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.2% | -2.7% | +5.9% | +3.9% |
| 30D | +5.4% | -2.0% | +7.4% | +5.8% |
| 3M | +5.4% | +18.4% | -13.1% | +0.3% |
| 6M | +45.7% | +8.9% | +36.9% | +41.0% |
| YTD | +21.2% | -8.9% | +30.1% | +22.1% |
| 1Y | +35.6% | -15.9% | +51.5% | +38.9% |
| 3Y | -2.0% | -1.1% | -0.9% | -9.3% |
| 5Y | +26.0% | -35.2% | +61.2% | +36.5% |
| All | +273.7% | +147.2% | +126.6% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling