-34.9%
TLT vs ELV
+14.8%
-49.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | -2.9% | -6.1% | +3.2% | -2.9% |
| 6M | -6.3% | +42.8% | -49.1% | -6.4% |
| YTD | -3.3% | +14.4% | -17.7% | -3.4% |
| 1Y | -4.2% | +28.6% | -32.8% | -4.2% |
| 3Y | -1.7% | -7.4% | +5.7% | -1.3% |
| 5Y | -34.9% | +14.5% | -49.3% | -32.3% |
| All | -34.9% | +14.8% | -49.6% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling