+1,449.6%
NET vs ELV
+78.7%
+1,370.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -7.0% | +3.3% | -10.3% | -7.4% |
| 30D | -4.8% | +4.2% | -8.9% | -5.3% |
| 3M | +3.8% | -0.1% | +3.9% | +3.7% |
| 6M | +50.0% | +41.3% | +8.8% | +43.5% |
| YTD | +41.5% | +17.4% | +24.0% | +37.5% |
| 1Y | +32.8% | +35.1% | -2.2% | +26.1% |
| 3Y | +335.9% | -3.2% | +339.1% | +330.8% |
| 5Y | +113.8% | +15.6% | +98.2% | +106.1% |
| All | +1,449.6% | +78.7% | +1,370.8% | +1,208.7% |
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