+1,381.0%
NET vs ELV
+91.2%
+1,289.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.2% |
| 7D | -16.4% | +4.8% | -21.1% | -16.8% |
| 30D | -25.8% | +10.1% | -35.9% | -26.8% |
| 3M | -11.5% | +15.4% | -26.9% | -13.2% |
| 6M | +18.9% | +17.7% | +1.2% | +16.2% |
| YTD | +35.2% | +25.7% | +9.5% | +30.2% |
| 1Y | +14.5% | +39.9% | -25.4% | +8.3% |
| 3Y | +313.8% | +1.5% | +312.3% | +306.8% |
| 5Y | +32.6% | +10.5% | +22.0% | +28.7% |
| All | +1,381.0% | +91.2% | +1,289.8% | +1,139.0% |
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