+19.3%
RF vs ELV
+41.6%
-22.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +0.3% | +3.8% | -3.5% | 0.0% |
| 30D | +6.2% | +4.1% | +2.1% | +5.8% |
| 3M | -7.8% | +8.5% | -16.4% | -8.5% |
| 6M | +5.9% | +14.6% | -8.7% | +4.1% |
| YTD | +9.0% | +24.4% | -15.3% | +4.7% |
| 1Y | +19.3% | +44.2% | -25.0% | +10.9% |
| All | +19.3% | +41.6% | -22.3% | +10.9% |
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 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