+25.1%
RF vs ELV
+42.6%
-17.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.1% |
| 7D | +2.3% | +4.8% | -2.5% | +1.8% |
| 30D | +7.2% | +10.1% | -2.8% | +6.3% |
| 3M | -8.2% | +15.4% | -23.6% | -9.2% |
| 6M | +7.0% | +17.7% | -10.7% | +4.9% |
| YTD | +10.3% | +25.7% | -15.4% | +6.3% |
| 1Y | +25.1% | +39.9% | -14.8% | +18.2% |
| All | +25.1% | +42.6% | -17.6% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling