+252.8%
SPOT vs ELV
+112.0%
+140.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | +7.4% | +5.4% | +2.0% | +6.5% |
| 3M | +8.2% | +5.4% | +2.8% | +7.1% |
| 6M | +2.2% | +45.7% | -43.5% | -4.1% |
| YTD | -9.5% | +21.2% | -30.7% | -12.9% |
| 1Y | -23.8% | +35.6% | -59.5% | -28.3% |
| 3Y | +233.5% | -2.0% | +235.5% | +226.4% |
| 5Y | +112.2% | +26.0% | +86.2% | +94.2% |
| All | +252.8% | +112.0% | +140.8% | +180.8% |
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 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