+631.0%
MSCI vs ELV
+257.3%
+373.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | -1.2% | -0.2% | -1.0% | -1.1% |
| 3M | -8.4% | -6.1% | -2.3% | -7.1% |
| 6M | -1.0% | +42.8% | -43.9% | -12.7% |
| YTD | -2.3% | +14.4% | -16.6% | -8.0% |
| 1Y | -1.2% | +28.6% | -29.8% | -11.0% |
| 3Y | +7.9% | -7.4% | +15.3% | +5.4% |
| 5Y | -10.1% | +14.5% | -24.5% | -21.2% |
| 10Y | +631.0% | +257.4% | +373.5% | +368.4% |
| All | +631.0% | +257.3% | +373.7% | +368.4% |
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