+67.7%
V vs ELV
+14.8%
+53.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +13.2% | -6.1% | +19.3% | +14.3% |
| 6M | +16.7% | +42.8% | -26.1% | +8.2% |
| YTD | +5.4% | +14.4% | -9.0% | +1.7% |
| 1Y | +7.7% | +28.6% | -21.0% | +1.1% |
| 3Y | +52.0% | -7.4% | +59.4% | +50.5% |
| 5Y | +67.7% | +14.5% | +53.3% | +54.1% |
| All | +67.7% | +14.8% | +53.0% | +54.1% |
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 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