+694.9%
BNY vs ELV
+2,514.3%
-1,819.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -2.1% |
| 7D | -1.3% | +2.8% | -4.1% | -2.5% |
| 30D | -0.2% | +4.9% | -5.1% | -2.2% |
| 3M | +14.9% | +4.9% | +10.0% | +11.7% |
| 6M | +40.0% | +45.1% | -5.1% | +18.7% |
| YTD | +42.0% | +20.7% | +21.3% | +28.2% |
| 1Y | +56.9% | +35.0% | +21.8% | +34.2% |
| 3Y | +289.9% | -2.4% | +292.3% | +265.4% |
| 5Y | +259.2% | +25.5% | +233.7% | +192.2% |
| 10Y | +413.3% | +277.1% | +136.2% | +130.7% |
| All | +694.9% | +2,514.3% | -1,819.4% | +69.3% |
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