+275.1%
BLK vs ELV
+280.2%
-5.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.3% | +3.2% | -6.5% | -4.4% |
| 30D | -6.5% | +5.4% | -11.9% | -8.2% |
| 3M | +6.7% | +5.4% | +1.4% | +4.1% |
| 6M | +14.7% | +45.7% | -31.0% | -0.3% |
| YTD | +2.5% | +21.2% | -18.7% | -5.9% |
| 1Y | -2.8% | +35.6% | -38.4% | -14.6% |
| 3Y | +65.9% | -2.0% | +67.9% | +58.2% |
| 5Y | +33.0% | +26.0% | +7.0% | +10.0% |
| All | +275.1% | +280.2% | -5.1% | +103.6% |
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 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