+20.3%
RF vs ELV
+34.6%
-14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.9% | +1.0% | +1.0% | +1.9% |
| 30D | +7.3% | +0.4% | +7.0% | +7.3% |
| 3M | -7.9% | +8.4% | -16.3% | -8.5% |
| 6M | +10.5% | +8.4% | +2.1% | +9.4% |
| YTD | +9.6% | +24.4% | -14.7% | +5.1% |
| 1Y | +20.3% | +33.5% | -13.2% | +12.6% |
| All | +20.3% | +34.6% | -14.3% | +12.6% |
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