-1.5%
BAC vs ELV
+42.6%
-44.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -1.0% | +3.4% |
| 7D | +1.5% | +4.8% | -3.2% | +1.0% |
| 30D | -4.4% | +10.1% | -14.4% | -5.4% |
| 3M | -17.5% | +15.4% | -32.9% | -18.7% |
| 6M | -0.1% | +17.7% | -17.8% | -2.2% |
| YTD | -4.6% | +25.7% | -30.3% | -8.5% |
| 1Y | -1.5% | +39.9% | -41.4% | -6.2% |
| All | -1.5% | +42.6% | -44.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling