-26.4%
BA vs ELV
+5.9%
-32.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | -7.1% | +0.4% | -7.5% | -7.2% |
| 3M | -25.5% | +8.4% | -33.9% | -26.5% |
| 6M | -28.7% | +8.4% | -37.1% | -29.9% |
| YTD | -21.0% | +24.4% | -45.4% | -24.5% |
| 1Y | -11.9% | +33.5% | -45.4% | -16.8% |
| 3Y | -16.2% | -2.1% | -14.1% | -17.9% |
| All | -26.4% | +5.9% | -32.3% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling