+273.7%
ELV vs BAH
+207.9%
+65.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.2% | +4.3% | -1.1% | +2.0% |
| 30D | +5.4% | -2.5% | +7.8% | +6.0% |
| 3M | +5.4% | -0.9% | +6.3% | +5.1% |
| 6M | +45.7% | +1.5% | +44.2% | +43.8% |
| YTD | +21.2% | -8.0% | +29.2% | +22.1% |
| 1Y | +35.6% | -24.7% | +60.4% | +44.4% |
| 3Y | -2.0% | -28.4% | +26.4% | -0.2% |
| 5Y | +26.0% | +2.8% | +23.2% | +8.7% |
| All | +273.7% | +207.9% | +65.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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