+707.7%
BE vs ELV
+94.5%
+613.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +20.5% | -0.5% | +21.0% | +20.6% |
| 30D | -23.4% | +1.1% | -24.4% | -24.0% |
| 3M | -14.9% | +8.2% | -23.0% | -17.7% |
| 6M | -28.1% | +10.2% | -38.3% | -31.6% |
| YTD | +132.4% | +24.4% | +108.0% | +108.6% |
| 1Y | +59.4% | +33.8% | +25.5% | +39.3% |
| 3Y | +1,815.8% | -1.4% | +1,817.2% | +1,702.0% |
| 5Y | +491.3% | +5.8% | +485.5% | +419.3% |
| All | +707.7% | +94.5% | +613.2% | +269.1% |
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