+691.9%
BA vs ELV
+2,522.7%
-1,830.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -9.5% | +1.3% | -10.8% | -9.9% |
| 3M | -26.5% | +6.6% | -33.0% | -28.3% |
| 6M | -27.4% | +11.6% | -38.9% | -30.9% |
| YTD | -20.6% | +21.1% | -41.7% | -27.5% |
| 1Y | -11.4% | +34.2% | -45.7% | -22.4% |
| 3Y | -10.8% | -2.9% | -7.9% | -15.4% |
| 5Y | -21.9% | +4.6% | -26.5% | -29.6% |
| 10Y | +28.1% | +272.8% | -244.7% | -28.4% |
| All | +691.9% | +2,522.7% | -1,830.8% | +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