+376.8%
NDAQ vs ELV
+258.8%
+118.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | -1.5% | -0.2% | -1.3% | -1.4% |
| 3M | +8.0% | -6.1% | +14.1% | +9.3% |
| 6M | +7.7% | +42.8% | -35.1% | -2.1% |
| YTD | -2.3% | +14.4% | -16.7% | -6.7% |
| 1Y | +0.6% | +28.6% | -28.1% | -7.2% |
| 3Y | +90.9% | -7.4% | +98.3% | +87.9% |
| 5Y | +52.5% | +14.5% | +38.0% | +36.2% |
| All | +376.8% | +258.8% | +118.0% | +230.9% |
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