+16.8%
RF vs ELV
+39.2%
-22.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | +5.6% | +1.1% | +4.5% | +5.4% |
| 3M | -8.9% | +8.2% | -17.0% | -9.4% |
| 6M | +7.1% | +10.2% | -3.1% | +5.8% |
| YTD | +8.3% | +24.4% | -16.1% | +3.8% |
| 1Y | +16.8% | +33.8% | -17.0% | +9.2% |
| All | +16.8% | +39.2% | -22.4% | +9.2% |
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