+283.7%
BKR vs ELV
+2,378.1%
-2,094.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | 0.0% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +0.5% | -6.1% | +6.6% | +2.1% |
| 6M | +6.6% | +42.8% | -36.2% | -7.4% |
| YTD | +41.3% | +14.4% | +26.9% | +31.7% |
| 1Y | +42.2% | +28.6% | +13.6% | +26.1% |
| 3Y | +83.4% | -7.4% | +90.9% | +77.1% |
| 5Y | +203.6% | +14.5% | +189.2% | +163.2% |
| 10Y | +139.9% | +257.4% | -117.5% | +29.9% |
| All | +283.7% | +2,378.1% | -2,094.4% | +45.6% |
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