+336.0%
IR vs ELV
+169.7%
+166.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.5% | +1.0% | +1.6% | +2.2% |
| 30D | +9.2% | +0.4% | +8.8% | +8.8% |
| 3M | +0.9% | +8.4% | -7.4% | -2.0% |
| 6M | +19.2% | +8.4% | +10.8% | +14.8% |
| YTD | +7.5% | +24.4% | -16.9% | -2.3% |
| 1Y | +11.7% | +33.5% | -21.8% | -0.9% |
| 3Y | +23.9% | -2.1% | +26.0% | +18.4% |
| 5Y | +46.4% | +5.8% | +40.6% | +32.4% |
| All | +336.0% | +169.7% | +166.2% | +173.8% |
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