+31.4%
ELV vs BAH
-27.6%
+59.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -0.2% | -6.6% | +6.4% | +0.8% |
| 3M | -6.1% | -7.2% | +1.0% | -4.6% |
| 6M | +42.8% | -10.0% | +52.8% | +45.7% |
| YTD | +14.4% | -12.5% | +26.8% | +16.7% |
| All | +31.4% | -27.6% | +59.0% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling