+90.1%
RF vs ELV
+15.3%
+74.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.3% | +3.3% | -2.0% | +0.8% |
| 30D | -3.6% | +4.2% | -7.8% | -4.2% |
| 3M | +8.1% | -0.1% | +8.2% | +7.8% |
| 6M | +11.5% | +41.3% | -29.8% | +4.7% |
| YTD | +15.6% | +17.4% | -1.9% | +11.5% |
| 1Y | +15.7% | +35.1% | -19.4% | +8.6% |
| 3Y | +86.9% | -3.2% | +90.1% | +84.1% |
| All | +90.1% | +15.3% | +74.8% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling