+1,802.9%
TER vs ELV
+276.6%
+1,526.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.5% | -4.7% |
| 7D | +9.4% | +0.4% | +9.0% | +9.1% |
| 30D | -2.4% | +6.7% | -9.1% | -4.2% |
| 3M | +6.5% | +3.0% | +3.6% | +4.8% |
| 6M | +23.2% | +48.0% | -24.8% | +8.9% |
| YTD | +91.5% | +20.0% | +71.4% | +77.9% |
| 1Y | +214.8% | +37.9% | +176.9% | +179.8% |
| 3Y | +275.3% | -2.8% | +278.2% | +258.0% |
| 5Y | +211.9% | +24.8% | +187.1% | +163.1% |
| All | +1,802.9% | +276.6% | +1,526.3% | +1,092.6% |
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