-37.8%
U vs ELV
+64.2%
-102.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | +4.4% | -2.2% | +6.6% | +4.4% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +49.6% | -6.1% | +55.7% | +49.5% |
| 6M | +100.2% | +42.8% | +57.4% | +100.4% |
| YTD | -3.7% | +14.4% | -18.1% | -3.0% |
| 1Y | -6.5% | +28.6% | -35.1% | -6.1% |
| 3Y | +12.9% | -7.4% | +20.3% | +15.5% |
| 5Y | -68.3% | +14.5% | -82.8% | -65.5% |
| All | -37.8% | +64.2% | -102.0% | -18.8% |
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