-2.1%
ELV vs BB
+147.9%
-150.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +1.0% | +1.8% | -0.9% | +0.9% |
| 30D | +0.4% | +8.1% | -7.8% | +0.1% |
| 3M | +8.4% | -1.0% | +9.4% | +8.3% |
| 6M | +8.4% | +45.9% | -37.5% | +7.7% |
| YTD | +24.4% | +134.8% | -110.5% | +22.5% |
| 1Y | +33.5% | +104.6% | -71.1% | +31.6% |
| 3Y | -2.1% | +152.8% | -154.9% | -5.2% |
| All | -2.1% | +147.9% | -150.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling