+2,926.4%
V vs ELV
+999.0%
+1,927.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.9% |
| 30D | +2.0% | +4.2% | -2.2% | +0.4% |
| 3M | +17.4% | -0.1% | +17.4% | +16.6% |
| 6M | +17.5% | +41.3% | -23.8% | +2.9% |
| YTD | +7.6% | +17.4% | -9.9% | -0.4% |
| 1Y | +7.7% | +35.1% | -27.3% | -5.6% |
| 3Y | +54.7% | -3.2% | +57.9% | +47.9% |
| 5Y | +73.0% | +15.6% | +57.4% | +50.7% |
| 10Y | +390.9% | +276.8% | +114.1% | +153.1% |
| All | +2,926.4% | +999.0% | +1,927.4% | +782.7% |
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