+50.7%
O vs ELV
+278.6%
-227.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.5% |
| 7D | -2.9% | +2.8% | -5.6% | -3.6% |
| 30D | -4.5% | +4.9% | -9.4% | -5.9% |
| 3M | -2.6% | +4.9% | -7.5% | -4.4% |
| 6M | -5.6% | +45.1% | -50.7% | -16.0% |
| YTD | +9.3% | +20.7% | -11.4% | +1.6% |
| 1Y | +4.3% | +35.0% | -30.7% | -6.7% |
| 3Y | +27.4% | -2.4% | +29.9% | +22.5% |
| 5Y | +17.1% | +25.5% | -8.4% | -1.1% |
| All | +50.7% | +278.6% | -227.8% | -2.5% |
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