+336.7%
RF vs ELV
+265.4%
+71.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | -3.4% | +2.0% | -5.3% | -4.1% |
| 3M | +6.4% | -3.5% | +9.8% | +6.9% |
| 6M | +13.4% | +40.2% | -26.8% | -1.3% |
| YTD | +14.2% | +15.8% | -1.6% | +5.7% |
| 1Y | +15.7% | +33.2% | -17.5% | +0.8% |
| 3Y | +91.3% | -6.2% | +97.6% | +83.8% |
| 5Y | +89.8% | +16.4% | +73.3% | +57.4% |
| 10Y | +336.7% | +259.8% | +76.9% | +113.7% |
| All | +336.7% | +265.4% | +71.3% | +113.7% |
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