-10.1%
BA vs ELV
-0.8%
-9.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -7.9% | +5.3% | -13.2% | -8.3% |
| 3M | -25.3% | +9.2% | -34.5% | -25.8% |
| 6M | -24.6% | +14.5% | -39.1% | -25.5% |
| YTD | -20.1% | +23.2% | -43.3% | -22.0% |
| 1Y | -11.8% | +38.0% | -49.8% | -14.4% |
| 3Y | -10.1% | -1.5% | -8.6% | -10.7% |
| All | -10.1% | -0.8% | -9.4% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling