+392.7%
BAC vs ELV
+258.8%
+133.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +15.7% | -6.1% | +21.9% | +17.6% |
| 6M | +32.2% | +42.8% | -10.6% | +15.2% |
| YTD | +15.8% | +14.4% | +1.4% | +8.1% |
| 1Y | +27.3% | +28.6% | -1.3% | +13.1% |
| 3Y | +137.5% | -7.4% | +144.9% | +130.4% |
| 5Y | +73.1% | +14.5% | +58.6% | +47.5% |
| All | +392.7% | +258.8% | +133.9% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling