+74.3%
F vs ELV
+280.6%
-206.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.6% |
| 7D | +1.0% | +3.8% | -2.9% | -0.2% |
| 30D | +2.1% | +4.1% | -2.0% | +0.7% |
| 3M | -10.3% | +8.5% | -18.8% | -12.7% |
| 6M | +3.3% | +14.6% | -11.3% | -2.0% |
| YTD | -2.0% | +24.4% | -26.3% | -10.4% |
| 1Y | -2.3% | +44.2% | -46.5% | -15.1% |
| 3Y | +49.9% | -1.4% | +51.3% | +43.2% |
| 5Y | -12.5% | +8.8% | -21.2% | -21.2% |
| 10Y | +74.3% | +268.4% | -194.1% | +0.6% |
| All | +74.3% | +280.6% | -206.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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