+273.7%
IR vs ELV
+162.9%
+110.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | +3.2% | -7.7% | -5.5% |
| 30D | -13.9% | +5.4% | -19.3% | -15.5% |
| 3M | -0.3% | +5.4% | -5.7% | -2.8% |
| 6M | -14.3% | +45.7% | -60.0% | -25.4% |
| YTD | -7.9% | +21.2% | -29.1% | -15.3% |
| 1Y | -9.9% | +35.6% | -45.5% | -20.5% |
| 3Y | +6.5% | -2.0% | +8.5% | +1.8% |
| 5Y | +34.0% | +26.0% | +8.0% | +12.1% |
| All | +273.7% | +162.9% | +110.8% | +137.3% |
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