+433.8%
MAR vs ELV
+280.2%
+153.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.5% | +3.2% | -3.7% | -1.6% |
| 30D | -5.4% | +5.4% | -10.8% | -7.1% |
| 3M | -15.5% | +5.4% | -20.9% | -17.6% |
| 6M | +3.0% | +45.7% | -42.8% | -10.5% |
| YTD | +8.5% | +21.2% | -12.7% | -0.3% |
| 1Y | +26.0% | +35.6% | -9.7% | +10.7% |
| 3Y | +68.6% | -2.0% | +70.6% | +60.8% |
| 5Y | +157.4% | +26.0% | +131.4% | +112.5% |
| All | +433.8% | +280.2% | +153.6% | +200.8% |
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