+1,972.6%
NOW vs ELV
+687.5%
+1,285.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | -26.0% | +5.3% | -31.3% | -27.3% |
| 3M | -13.1% | +9.2% | -22.3% | -15.7% |
| 6M | +14.5% | +14.5% | 0.0% | +9.3% |
| YTD | -33.4% | +23.2% | -56.6% | -38.7% |
| 1Y | -40.6% | +38.0% | -78.7% | -47.4% |
| 3Y | -16.3% | -1.5% | -14.8% | -19.9% |
| 5Y | -26.3% | +8.5% | -34.8% | -33.0% |
| 10Y | +512.7% | +309.5% | +203.2% | +219.3% |
| All | +1,972.6% | +687.5% | +1,285.0% | +903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling