+306.7%
TPR vs ELV
+257.3%
+49.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -7.3% | -2.2% | -5.1% | -6.5% |
| 30D | -30.7% | -0.2% | -30.5% | -30.7% |
| 3M | -21.6% | -6.1% | -15.5% | -20.3% |
| 6M | -21.3% | +42.8% | -64.2% | -32.6% |
| YTD | -10.2% | +14.4% | -24.6% | -17.1% |
| 1Y | +9.5% | +28.6% | -19.1% | -4.2% |
| 3Y | +280.8% | -7.4% | +288.2% | +265.5% |
| 5Y | +218.7% | +14.5% | +204.2% | +155.8% |
| 10Y | +306.7% | +257.4% | +49.2% | +118.1% |
| All | +306.7% | +257.3% | +49.4% | +118.1% |
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