+464.7%
ELV vs USFR
+27.6%
+437.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +2.0% | +0.3% | +1.6% | +1.9% |
| 3M | -3.5% | +1.0% | -4.5% | -3.6% |
| 6M | +40.2% | +1.9% | +38.3% | +39.9% |
| YTD | +15.8% | +2.7% | +13.2% | +15.5% |
| 1Y | +33.2% | +4.0% | +29.1% | +32.6% |
| 3Y | -6.2% | +14.0% | -20.3% | -7.6% |
| 5Y | +16.4% | +20.4% | -4.0% | +14.0% |
| 10Y | +259.8% | +28.1% | +231.7% | +250.3% |
| All | +464.7% | +27.6% | +437.1% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling