+213.6%
RF vs ELV
+268.6%
-54.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.9% | +1.0% | +1.0% | +1.6% |
| 30D | +7.3% | +0.4% | +7.0% | +7.1% |
| 3M | -7.9% | +8.4% | -16.3% | -10.8% |
| 6M | +10.5% | +8.4% | +2.1% | +6.1% |
| YTD | +9.6% | +24.4% | -14.7% | -1.2% |
| 1Y | +20.3% | +33.5% | -13.2% | +5.3% |
| 3Y | +119.5% | -2.1% | +121.6% | +108.0% |
| 5Y | +48.2% | +5.8% | +42.4% | +30.9% |
| All | +213.6% | +268.6% | -54.9% | +63.2% |
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 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