-0.9%
BA vs ELV
+15.3%
-16.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | +1.2% | +3.3% | -2.2% | +0.6% |
| 30D | -11.6% | +4.2% | -15.8% | -12.2% |
| 3M | -2.4% | -0.1% | -2.3% | -2.7% |
| 6M | -6.6% | +41.3% | -47.9% | -12.1% |
| YTD | -2.2% | +17.4% | -19.7% | -5.6% |
| 1Y | -8.0% | +35.1% | -43.1% | -13.3% |
| 3Y | -5.0% | -3.2% | -1.7% | -7.4% |
| All | -0.9% | +15.3% | -16.2% | -10.4% |
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