+21.7%
ELV vs TRU
-35.6%
+57.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | +2.8% | -2.7% | +5.5% | +3.0% |
| 30D | +4.9% | -2.0% | +6.9% | +5.1% |
| 3M | +4.9% | +18.4% | -13.5% | +2.8% |
| 6M | +45.1% | +8.9% | +36.2% | +43.2% |
| YTD | +20.7% | -8.9% | +29.6% | +21.1% |
| 1Y | +35.0% | -15.9% | +50.9% | +36.3% |
| 3Y | -2.4% | -1.1% | -1.3% | -4.2% |
| All | +21.7% | -35.6% | +57.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling