+995.4%
TER vs ELV
+268.6%
+726.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | +14.4% | +1.0% | +13.4% | +14.0% |
| 30D | -30.6% | +0.4% | -30.9% | -30.8% |
| 3M | -39.2% | +8.4% | -47.6% | -40.8% |
| 6M | -31.3% | +8.4% | -39.7% | -33.7% |
| YTD | +29.1% | +24.4% | +4.7% | +18.3% |
| 1Y | +47.4% | +33.5% | +13.9% | +32.2% |
| 3Y | +191.2% | -2.1% | +193.3% | +177.0% |
| 5Y | +74.0% | +5.8% | +68.2% | +57.0% |
| All | +995.4% | +268.6% | +726.9% | +570.3% |
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