+696.6%
BA vs ELV
+2,568.9%
-1,872.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | -7.9% | +5.3% | -13.2% | -9.6% |
| 3M | -25.3% | +9.2% | -34.5% | -27.8% |
| 6M | -24.6% | +14.5% | -39.1% | -28.9% |
| YTD | -20.1% | +23.2% | -43.3% | -27.5% |
| 1Y | -11.8% | +38.0% | -49.8% | -23.4% |
| 3Y | -10.1% | -1.5% | -8.6% | -15.2% |
| 5Y | -22.7% | +8.5% | -31.2% | -31.3% |
| 10Y | +35.1% | +309.5% | -274.4% | -26.9% |
| All | +696.6% | +2,568.9% | -1,872.4% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling