+844.5%
MSCI vs ELV
+268.6%
+575.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | +17.4% | +0.4% | +17.0% | +17.3% |
| 3M | +14.8% | +8.4% | +6.5% | +11.8% |
| 6M | +16.1% | +8.4% | +7.7% | +12.2% |
| YTD | +16.0% | +24.4% | -8.4% | +6.2% |
| 1Y | +16.4% | +33.5% | -17.1% | +3.9% |
| 3Y | +35.3% | -2.1% | +37.4% | +30.1% |
| 5Y | +6.6% | +5.8% | +0.8% | -2.6% |
| All | +844.5% | +268.6% | +575.9% | +503.3% |
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