+23.4%
BA vs ELV
+268.8%
-245.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -8.0% | +1.1% | -9.1% | -8.5% |
| 3M | -25.8% | +8.2% | -34.0% | -28.3% |
| 6M | -27.6% | +10.2% | -37.8% | -31.1% |
| YTD | -21.0% | +24.4% | -45.4% | -29.5% |
| 1Y | -12.3% | +33.8% | -46.1% | -24.3% |
| 3Y | -12.8% | -1.4% | -11.4% | -18.3% |
| 5Y | -22.4% | +5.8% | -28.2% | -32.7% |
| All | +23.4% | +268.8% | -245.4% | -36.5% |
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