+1,003.0%
BE vs ELV
+88.6%
+914.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +0.6% |
| 7D | +9.0% | +2.8% | +6.3% | +8.0% |
| 30D | +16.3% | +4.9% | +11.4% | +14.3% |
| 3M | +10.8% | +4.9% | +5.9% | +8.2% |
| 6M | +73.2% | +45.1% | +28.1% | +50.9% |
| YTD | +217.4% | +20.7% | +196.7% | +189.7% |
| 1Y | +309.8% | +35.0% | +274.8% | +256.8% |
| 3Y | +1,726.2% | -2.4% | +1,728.6% | +1,629.5% |
| 5Y | +1,306.2% | +25.5% | +1,280.7% | +1,016.3% |
| All | +1,003.0% | +88.6% | +914.4% | +412.5% |
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