+194.5%
RF vs ELV
+2,593.2%
-2,398.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.1% | -0.3% | -0.9% |
| 30D | +4.6% | +1.8% | +2.9% | +3.7% |
| 3M | -8.4% | +10.5% | -18.9% | -12.6% |
| 6M | +8.9% | +13.5% | -4.6% | +1.6% |
| YTD | +8.8% | +24.3% | -15.5% | -3.9% |
| 1Y | +18.9% | +38.9% | -20.0% | -0.2% |
| 3Y | +116.0% | -1.5% | +117.4% | +100.0% |
| 5Y | +46.0% | +7.3% | +38.7% | +26.4% |
| 10Y | +231.7% | +268.7% | -37.0% | +51.7% |
| All | +194.5% | +2,593.2% | -2,398.6% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling