+26.2%
BAC vs ELV
+36.0%
-9.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -0.2% |
| 30D | -2.8% | +5.4% | -8.1% | -3.2% |
| 3M | +14.2% | +5.4% | +8.9% | +13.4% |
| 6M | +30.5% | +45.7% | -15.2% | +25.8% |
| YTD | +15.8% | +21.2% | -5.4% | +12.6% |
| 1Y | +26.2% | +35.6% | -9.5% | +24.0% |
| All | +26.2% | +36.0% | -9.8% | +24.0% |
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