+312.1%
ROST vs ELV
+278.6%
+33.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +0.6% |
| 7D | +0.2% | +2.8% | -2.5% | -0.7% |
| 30D | -6.9% | +4.9% | -11.8% | -8.4% |
| 3M | -3.3% | +4.9% | -8.2% | -5.5% |
| 6M | +9.0% | +45.1% | -36.0% | -5.2% |
| YTD | +28.9% | +20.7% | +8.2% | +18.3% |
| 1Y | +54.0% | +35.0% | +18.9% | +35.2% |
| 3Y | +100.7% | -2.4% | +103.2% | +91.0% |
| 5Y | +116.0% | +25.5% | +90.6% | +77.5% |
| All | +312.1% | +278.6% | +33.5% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling