+661.1%
BX vs ELV
+280.2%
+380.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | -5.6% | +3.2% | -8.8% | -6.7% |
| 30D | -12.2% | +5.4% | -17.6% | -13.9% |
| 3M | +7.4% | +5.4% | +2.0% | +4.8% |
| 6M | +22.2% | +45.7% | -23.5% | +6.2% |
| YTD | -14.0% | +21.2% | -35.2% | -21.0% |
| 1Y | -27.3% | +35.6% | -62.9% | -36.2% |
| 3Y | +24.5% | -2.0% | +26.6% | +18.5% |
| 5Y | +18.9% | +26.0% | -7.1% | -0.6% |
| All | +661.1% | +280.2% | +380.8% | +331.8% |
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