+256.0%
ELV vs Z
-19.3%
+275.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -0.5% | -4.9% | +4.4% | -0.1% |
| 30D | +1.1% | +3.0% | -1.9% | +0.7% |
| 3M | +8.2% | -13.4% | +21.6% | +9.1% |
| 6M | +10.2% | -27.3% | +37.6% | +12.6% |
| YTD | +24.4% | -57.8% | +82.2% | +32.9% |
| 1Y | +33.8% | -60.0% | +93.8% | +43.5% |
| 3Y | -1.4% | -21.5% | +20.2% | -2.7% |
| 5Y | +5.8% | -55.0% | +60.8% | +7.3% |
| All | +256.0% | -19.3% | +275.2% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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