-12.3%
BA vs ELV
+39.2%
-51.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -8.0% | +1.1% | -9.1% | -8.2% |
| 3M | -25.8% | +8.2% | -34.0% | -26.5% |
| 6M | -27.6% | +10.2% | -37.8% | -28.7% |
| YTD | -21.0% | +24.4% | -45.4% | -24.8% |
| 1Y | -12.3% | +33.8% | -46.1% | -18.3% |
| All | -12.3% | +39.2% | -51.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling