+1,218.2%
BE vs ELV
+19.4%
+1,198.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.9% | -9.0% | -4.4% |
| 7D | +9.7% | +0.4% | +9.3% | +9.7% |
| 30D | +22.4% | +6.7% | +15.7% | +21.7% |
| 3M | +10.4% | +3.0% | +7.4% | +9.9% |
| 6M | +67.9% | +48.0% | +19.9% | +61.7% |
| YTD | +197.5% | +20.0% | +177.4% | +189.3% |
| 1Y | +310.6% | +37.9% | +272.7% | +292.9% |
| 3Y | +1,657.2% | -2.8% | +1,660.1% | +1,661.1% |
| 5Y | +1,218.2% | +24.8% | +1,193.3% | +1,093.7% |
| All | +1,218.2% | +19.4% | +1,198.7% | +1,093.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling