+19.4%
BX vs ELV
+13.8%
+5.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.4% |
| 7D | -5.7% | -2.2% | -3.5% | -5.2% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | +8.4% | -6.1% | +14.5% | +9.4% |
| 6M | +18.9% | +42.8% | -23.9% | +9.5% |
| YTD | -13.6% | +14.4% | -28.0% | -16.9% |
| 1Y | -22.4% | +28.6% | -51.1% | -27.6% |
| 3Y | +26.0% | -7.4% | +33.4% | +24.2% |
| All | +19.4% | +13.8% | +5.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling