+210.5%
BP vs ELV
+2,444.2%
-2,233.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +3.9% | +3.3% | +0.6% | +2.9% |
| 30D | +7.6% | +4.2% | +3.5% | +6.3% |
| 3M | +0.7% | -0.1% | +0.8% | +0.1% |
| 6M | +15.5% | +41.3% | -25.8% | +3.2% |
| YTD | +30.8% | +17.4% | +13.4% | +22.3% |
| 1Y | +34.3% | +35.1% | -0.8% | +19.7% |
| 3Y | +35.1% | -3.2% | +38.3% | +29.2% |
| 5Y | +126.8% | +15.6% | +111.2% | +100.7% |
| 10Y | +123.4% | +276.8% | -153.4% | +30.9% |
| All | +210.5% | +2,444.2% | -2,233.7% | +28.4% |
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