+1,702.8%
TER vs ELV
+2,444.2%
-741.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.2% | +6.1% |
| 7D | +0.6% | +3.3% | -2.7% | -0.6% |
| 30D | -8.3% | +4.2% | -12.4% | -9.8% |
| 3M | -12.2% | -0.1% | -12.1% | -13.3% |
| 6M | +17.1% | +41.3% | -24.2% | +1.7% |
| YTD | +84.7% | +17.4% | +67.2% | +69.5% |
| 1Y | +199.9% | +35.1% | +164.9% | +160.6% |
| 3Y | +232.8% | -3.2% | +236.0% | +212.1% |
| 5Y | +198.6% | +15.6% | +183.0% | +154.7% |
| 10Y | +1,669.7% | +276.8% | +1,393.0% | +791.8% |
| All | +1,702.8% | +2,444.2% | -741.4% | +472.0% |
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