+72.3%
BA vs ELV
+265.4%
-193.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | +2.5% | -0.3% | +2.7% | +2.6% |
| 30D | -10.1% | +2.0% | -12.1% | -10.9% |
| 3M | -2.4% | -3.5% | +1.1% | -1.8% |
| 6M | -8.8% | +40.2% | -49.0% | -21.4% |
| YTD | -2.9% | +15.8% | -18.8% | -10.7% |
| 1Y | -8.8% | +33.2% | -41.9% | -21.3% |
| 3Y | -0.3% | -6.2% | +6.0% | -4.9% |
| 5Y | -0.3% | +16.4% | -16.7% | -19.4% |
| 10Y | +72.3% | +259.8% | -187.4% | -9.0% |
| All | +72.3% | +265.4% | -193.1% | -9.0% |
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