+227.6%
BP vs ELV
+2,594.5%
-2,366.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | -5.3% | +0.4% | -5.7% | -5.5% |
| 3M | +9.3% | +8.4% | +0.9% | +6.4% |
| 6M | +7.2% | +8.4% | -1.2% | +3.7% |
| YTD | +38.0% | +24.4% | +13.7% | +26.6% |
| 1Y | +33.2% | +33.5% | -0.3% | +19.3% |
| 3Y | +50.3% | -2.1% | +52.4% | +43.2% |
| 5Y | +114.1% | +5.8% | +108.3% | +95.5% |
| 10Y | +140.7% | +268.9% | -128.2% | +41.9% |
| All | +227.6% | +2,594.5% | -2,366.9% | +32.9% |
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