+814.8%
ELV vs BAH
+886.2%
-71.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +3.3% | -3.2% | +6.6% | +4.2% |
| 30D | +4.2% | +2.0% | +2.2% | +3.5% |
| 3M | -0.1% | -7.6% | +7.6% | +1.5% |
| 6M | +41.3% | -5.7% | +46.9% | +42.0% |
| YTD | +17.4% | -11.7% | +29.2% | +19.4% |
| 1Y | +35.1% | -27.4% | +62.4% | +44.3% |
| 3Y | -3.2% | -32.5% | +29.3% | +1.2% |
| 5Y | +15.6% | -3.3% | +18.9% | +6.5% |
| 10Y | +276.8% | +186.0% | +90.8% | +161.2% |
| All | +814.8% | +886.2% | -71.4% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling