+172.7%
ELV vs TRU
+226.0%
-53.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.2% | -6.5% | +4.3% | -0.6% |
| 30D | -0.2% | -2.5% | +2.3% | +0.3% |
| 3M | -6.1% | +10.4% | -16.5% | -9.1% |
| 6M | +42.8% | +1.6% | +41.2% | +40.5% |
| YTD | +14.4% | -9.7% | +24.1% | +15.5% |
| 1Y | +28.6% | -17.3% | +45.9% | +32.3% |
| 3Y | -7.4% | -1.8% | -5.6% | -14.4% |
| 5Y | +14.5% | -36.2% | +50.7% | +23.0% |
| 10Y | +257.4% | +143.2% | +114.2% | +132.8% |
| All | +172.7% | +226.0% | -53.3% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling