+136.4%
BAC vs ELV
-6.4%
+142.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -0.7% | +2.0% | -2.7% | -0.9% |
| 3M | +16.9% | -3.5% | +20.4% | +17.0% |
| 6M | +29.6% | +40.2% | -10.6% | +25.6% |
| YTD | +15.3% | +15.8% | -0.6% | +13.1% |
| 1Y | +28.8% | +33.2% | -4.3% | +25.0% |
| 3Y | +136.4% | -6.2% | +142.6% | +133.9% |
| All | +136.4% | -6.4% | +142.7% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling