+668.0%
BE vs ELV
+94.4%
+573.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +1.0% | +9.9% | +10.4% |
| 30D | -19.8% | +0.4% | -20.2% | -20.3% |
| 3M | -18.7% | +8.4% | -27.1% | -21.5% |
| 6M | -33.7% | +8.4% | -42.2% | -36.6% |
| YTD | +121.0% | +24.4% | +96.6% | +98.4% |
| 1Y | +85.4% | +33.5% | +51.9% | +62.2% |
| 3Y | +1,709.5% | -2.1% | +1,711.6% | +1,608.3% |
| 5Y | +462.2% | +5.8% | +456.4% | +393.8% |
| All | +668.0% | +94.4% | +573.6% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling