+218.3%
BAC vs ELV
+2,594.5%
-2,376.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +3.2% | +1.0% | +2.3% | +2.7% |
| 30D | -0.7% | +0.4% | -1.1% | -1.0% |
| 3M | -20.0% | +8.4% | -28.4% | -23.3% |
| 6M | +3.4% | +8.4% | -5.0% | -2.0% |
| YTD | -5.7% | +24.4% | -30.1% | -18.0% |
| 1Y | -1.4% | +33.5% | -34.9% | -17.4% |
| 3Y | +97.9% | -2.1% | +100.0% | +82.1% |
| 5Y | +22.9% | +5.8% | +17.1% | +5.2% |
| 10Y | +235.3% | +268.9% | -33.6% | +30.8% |
| All | +218.3% | +2,594.5% | -2,376.2% | -49.6% |
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