+159.2%
W vs ELV
+258.8%
-99.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +5.9% | -2.2% | +8.1% | +6.7% |
| 30D | -3.0% | -0.2% | -2.8% | -3.1% |
| 3M | +40.3% | -6.1% | +46.4% | +42.2% |
| 6M | +32.2% | +42.8% | -10.6% | +12.8% |
| YTD | -0.3% | +14.4% | -14.7% | -8.1% |
| 1Y | +16.2% | +28.6% | -12.4% | +1.3% |
| 3Y | +40.7% | -7.4% | +48.1% | +33.9% |
| 5Y | -62.3% | +14.5% | -76.8% | -69.8% |
| All | +159.2% | +258.8% | -99.6% | +15.3% |
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