+291.0%
BAC vs ELV
+2,444.2%
-2,153.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +1.1% | +3.3% | -2.2% | -0.5% |
| 30D | -0.4% | +4.2% | -4.6% | -2.4% |
| 3M | +16.9% | -0.1% | +17.0% | +15.8% |
| 6M | +26.6% | +41.3% | -14.6% | +5.4% |
| YTD | +15.8% | +17.4% | -1.6% | +3.9% |
| 1Y | +27.2% | +35.1% | -7.9% | +5.5% |
| 3Y | +132.4% | -3.2% | +135.7% | +115.1% |
| 5Y | +72.6% | +15.6% | +57.0% | +40.2% |
| 10Y | +389.7% | +276.8% | +113.0% | +87.8% |
| All | +291.0% | +2,444.2% | -2,153.2% | -36.1% |
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