+216.1%
BAC vs ELV
+2,593.2%
-2,377.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | -7.2% | +1.8% | -8.9% | -8.1% |
| 3M | -20.4% | +10.5% | -30.9% | -24.5% |
| 6M | +1.3% | +13.5% | -12.2% | -6.1% |
| YTD | -6.4% | +24.3% | -30.7% | -18.6% |
| 1Y | -3.5% | +38.9% | -42.4% | -20.8% |
| 3Y | +96.7% | -1.5% | +98.2% | +80.4% |
| 5Y | +20.6% | +7.3% | +13.3% | +2.4% |
| 10Y | +233.0% | +268.7% | -35.7% | +30.0% |
| All | +216.1% | +2,593.2% | -2,377.1% | -49.9% |
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 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