-8.8%
BA vs ELV
+30.0%
-38.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.5% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | -10.1% | +2.0% | -12.1% | -10.4% |
| 3M | -2.4% | -3.5% | +1.1% | -2.2% |
| 6M | -8.8% | +40.2% | -49.0% | -14.2% |
| YTD | -2.9% | +15.8% | -18.8% | -7.1% |
| 1Y | -8.8% | +33.2% | -41.9% | -12.3% |
| All | -8.8% | +30.0% | -38.8% | -12.3% |
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