-62.3%
W vs ELV
+14.8%
-77.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.1% |
| 30D | -3.0% | -0.2% | -2.8% | -3.1% |
| 3M | +40.3% | -6.1% | +46.4% | +41.0% |
| 6M | +32.2% | +42.8% | -10.6% | +25.7% |
| YTD | -0.3% | +14.4% | -14.7% | -2.8% |
| 1Y | +16.2% | +28.6% | -12.4% | +11.4% |
| 3Y | +40.7% | -7.4% | +48.1% | +40.1% |
| 5Y | -62.3% | +14.5% | -76.8% | -68.1% |
| All | -62.3% | +14.8% | -77.1% | -68.1% |
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