+1,288.1%
TRV vs ELV
+2,512.0%
-1,223.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.2% |
| 7D | -1.5% | +0.9% | -2.3% | -1.8% |
| 30D | -1.8% | +7.2% | -9.0% | -4.0% |
| 3M | +21.6% | +3.4% | +18.2% | +19.7% |
| 6M | +22.5% | +48.6% | -26.1% | +6.8% |
| YTD | +28.1% | +20.6% | +7.6% | +18.5% |
| 1Y | +37.0% | +38.5% | -1.5% | +20.6% |
| 3Y | +141.9% | -2.4% | +144.3% | +131.5% |
| 5Y | +158.5% | +25.3% | +133.2% | +122.1% |
| 10Y | +297.5% | +276.7% | +20.8% | +122.9% |
| All | +1,288.1% | +2,512.0% | -1,223.9% | +303.2% |
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