+488.5%
NDAQ vs ELV
+268.6%
+219.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.3% | +1.0% | +0.3% | +1.0% |
| 30D | +18.0% | +0.4% | +17.6% | +17.8% |
| 3M | +11.5% | +8.4% | +3.2% | +9.1% |
| 6M | +21.1% | +8.4% | +12.7% | +18.0% |
| YTD | +12.8% | +24.4% | -11.6% | +5.3% |
| 1Y | +25.7% | +33.5% | -7.8% | +15.1% |
| 3Y | +116.8% | -2.1% | +118.9% | +110.5% |
| 5Y | +67.3% | +5.8% | +61.5% | +55.0% |
| All | +488.5% | +268.6% | +219.9% | +311.1% |
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