-11.0%
BA vs ELV
+41.6%
-52.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | 0.0% | +3.8% | -3.8% | -0.5% |
| 30D | -8.9% | +4.1% | -13.0% | -9.4% |
| 3M | -25.5% | +8.5% | -34.0% | -26.2% |
| 6M | -27.0% | +14.6% | -41.6% | -28.5% |
| YTD | -20.1% | +24.4% | -44.5% | -23.7% |
| 1Y | -11.0% | +44.2% | -55.2% | -18.6% |
| All | -11.0% | +41.6% | -52.6% | -18.6% |
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