+800.7%
MSCI vs ELV
+280.6%
+520.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.7% |
| 7D | +2.7% | +3.8% | -1.2% | +1.5% |
| 30D | +16.2% | +4.1% | +12.1% | +14.8% |
| 3M | +17.1% | +8.5% | +8.6% | +14.0% |
| 6M | +13.0% | +14.6% | -1.6% | +7.3% |
| YTD | +15.8% | +24.4% | -8.6% | +6.0% |
| 1Y | +15.5% | +44.2% | -28.8% | +0.4% |
| 3Y | +32.3% | -1.4% | +33.7% | +26.9% |
| 5Y | +8.2% | +8.8% | -0.6% | -2.2% |
| 10Y | +800.7% | +268.4% | +532.3% | +512.6% |
| All | +800.7% | +280.6% | +520.1% | +512.6% |
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