-6.2%
ELV vs BAH
-32.1%
+25.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.2% |
| 7D | -0.3% | -4.3% | +4.1% | +0.3% |
| 30D | +2.0% | -4.5% | +6.4% | +2.5% |
| 3M | -3.5% | -7.6% | +4.1% | -2.6% |
| 6M | +40.2% | -10.6% | +50.8% | +41.9% |
| YTD | +15.8% | -12.6% | +28.4% | +17.4% |
| 1Y | +33.2% | -27.0% | +60.2% | +37.5% |
| 3Y | -6.2% | -31.5% | +25.3% | -4.6% |
| All | -6.2% | -32.1% | +25.9% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling