+3,341.8%
V vs ELV
+1,063.9%
+2,277.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | +1.0% | 0.0% | +0.6% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +16.7% | +8.4% | +8.3% | +13.3% |
| 6M | +33.4% | +8.4% | +25.0% | +28.5% |
| YTD | +22.4% | +24.4% | -2.0% | +10.9% |
| 1Y | +27.7% | +33.5% | -5.8% | +12.7% |
| 3Y | +78.0% | -2.1% | +80.1% | +69.8% |
| 5Y | +108.5% | +5.8% | +102.7% | +89.1% |
| 10Y | +459.0% | +268.9% | +190.1% | +191.9% |
| All | +3,341.8% | +1,063.9% | +2,277.9% | +882.7% |
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