+812.0%
NOW vs ELV
+261.9%
+550.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +7.5% | +2.0% | +5.5% | +6.8% |
| 3M | +17.5% | -3.5% | +21.0% | +18.4% |
| 6M | +7.9% | +40.2% | -32.3% | -2.7% |
| YTD | -12.4% | +15.8% | -28.2% | -17.2% |
| 1Y | -28.6% | +33.2% | -61.7% | -35.6% |
| 3Y | +11.8% | -6.2% | +18.1% | +9.3% |
| 5Y | +2.6% | +16.4% | -13.8% | -9.1% |
| All | +812.0% | +261.9% | +550.1% | +486.7% |
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