+15.3%
O vs ELV
+14.8%
+0.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -0.6% | -6.1% | +5.5% | 0.0% |
| 6M | -5.0% | +42.8% | -47.8% | -9.6% |
| YTD | +10.4% | +14.4% | -4.0% | +7.7% |
| 1Y | +6.6% | +28.6% | -22.1% | +2.0% |
| 3Y | +28.4% | -7.4% | +35.8% | +27.7% |
| 5Y | +15.3% | +14.5% | +0.8% | +9.4% |
| All | +15.3% | +14.8% | +0.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling