+255.8%
ELV vs BB
+21.8%
+234.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +1.0% | +1.8% | -0.9% | +0.8% |
| 30D | +0.4% | +8.1% | -7.8% | -0.2% |
| 3M | +8.4% | -1.0% | +9.4% | +8.1% |
| 6M | +8.4% | +45.9% | -37.5% | +5.4% |
| YTD | +24.4% | +134.8% | -110.5% | +17.6% |
| 1Y | +33.5% | +104.6% | -71.1% | +27.0% |
| 3Y | -2.1% | +152.8% | -154.9% | -9.9% |
| 5Y | +5.8% | -17.4% | +23.2% | +3.3% |
| All | +255.8% | +21.8% | +234.1% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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