+911.5%
BE vs ELV
+83.5%
+827.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +7.9% |
| 7D | +20.0% | +3.3% | +16.7% | +18.7% |
| 30D | +7.9% | +4.2% | +3.8% | +6.4% |
| 3M | -13.2% | -0.1% | -13.1% | -13.8% |
| 6M | +53.5% | +41.3% | +12.2% | +34.8% |
| YTD | +191.0% | +17.4% | +173.6% | +168.2% |
| 1Y | +360.5% | +35.1% | +325.5% | +300.5% |
| 3Y | +1,568.0% | -3.2% | +1,571.3% | +1,479.3% |
| 5Y | +1,055.2% | +15.6% | +1,039.6% | +855.4% |
| All | +911.5% | +83.5% | +827.9% | +374.5% |
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 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