+33.5%
ELV vs BAH
+5.1%
+28.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +1.7% | -0.8% | +0.7% |
| 30D | +0.4% | +20.8% | -20.4% | -2.7% |
| 3M | +8.4% | +11.6% | -3.2% | +6.3% |
| 6M | +8.4% | +23.1% | -14.7% | +5.2% |
| YTD | +24.4% | +5.3% | +19.1% | +22.0% |
| 1Y | +33.5% | +6.1% | +27.4% | +30.2% |
| All | +33.5% | +5.1% | +28.4% | +30.2% |
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