+239.8%
RF vs ELV
+280.6%
-40.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.8% |
| 7D | +0.3% | +3.8% | -3.5% | -1.1% |
| 30D | +6.2% | +4.1% | +2.1% | +4.5% |
| 3M | -7.8% | +8.5% | -16.4% | -10.8% |
| 6M | +5.9% | +14.6% | -8.7% | -0.4% |
| YTD | +9.0% | +24.4% | -15.3% | -1.8% |
| 1Y | +19.3% | +44.2% | -25.0% | +1.1% |
| 3Y | +116.4% | -1.4% | +117.9% | +104.3% |
| 5Y | +46.0% | +8.8% | +37.3% | +27.0% |
| 10Y | +239.8% | +268.4% | -28.6% | +59.9% |
| All | +239.8% | +280.6% | -40.8% | +59.9% |
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