+272.1%
ELV vs USFR
+28.1%
+244.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +4.9% | +0.4% | +4.5% | +4.8% |
| 3M | +4.9% | +1.0% | +3.9% | +4.6% |
| 6M | +45.1% | +2.0% | +43.1% | +44.4% |
| YTD | +20.7% | +2.8% | +17.9% | +19.9% |
| 1Y | +35.0% | +4.1% | +30.9% | +33.9% |
| 3Y | -2.4% | +14.1% | -16.6% | -5.4% |
| 5Y | +25.5% | +20.6% | +4.9% | +19.8% |
| All | +272.1% | +28.1% | +244.0% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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