+4,109.9%
BLK vs ELV
+2,378.1%
+1,731.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | +6.5% | -6.1% | +12.6% | +8.0% |
| 6M | +13.1% | +42.8% | -29.7% | -1.2% |
| YTD | +1.8% | +14.4% | -12.6% | -4.8% |
| 1Y | -1.0% | +28.6% | -29.6% | -11.5% |
| 3Y | +66.0% | -7.4% | +73.4% | +60.9% |
| 5Y | +31.2% | +14.5% | +16.8% | +14.9% |
| 10Y | +278.5% | +257.4% | +21.1% | +109.6% |
| All | +4,109.9% | +2,378.1% | +1,731.8% | +1,499.6% |
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