+88.3%
RF vs ELV
-3.7%
+92.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +1.3% | +3.3% | -2.0% | +1.1% |
| 30D | -3.6% | +4.2% | -7.8% | -3.8% |
| 3M | +8.1% | -0.1% | +8.2% | +8.0% |
| 6M | +11.5% | +41.3% | -29.8% | +8.7% |
| YTD | +15.6% | +17.4% | -1.9% | +13.9% |
| 1Y | +15.7% | +35.1% | -19.4% | +13.1% |
| All | +88.3% | -3.7% | +92.0% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling