-22.7%
U vs ELV
+78.6%
-101.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +27.6% | +0.4% | +27.2% | +27.5% |
| 3M | +15.3% | +8.4% | +7.0% | +15.0% |
| 6M | +96.4% | +8.4% | +88.0% | +95.8% |
| YTD | +19.6% | +24.4% | -4.8% | +20.1% |
| 1Y | +42.1% | +33.5% | +8.6% | +42.5% |
| 3Y | +87.5% | -2.1% | +89.6% | +91.7% |
| 5Y | -73.1% | +5.8% | -78.9% | -72.2% |
| All | -22.7% | +78.6% | -101.3% | +0.6% |
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