+2,419.4%
ELV vs BB
+165.2%
+2,254.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.3% | -5.6% | +9.0% | +3.8% |
| 30D | +4.2% | -11.8% | +16.0% | +5.0% |
| 3M | -0.1% | -25.5% | +25.5% | +1.7% |
| 6M | +41.3% | +121.3% | -80.0% | +31.4% |
| YTD | +17.4% | +103.2% | -85.7% | +9.9% |
| 1Y | +35.1% | +102.6% | -67.6% | +26.0% |
| 3Y | -3.2% | +37.5% | -40.7% | -9.5% |
| 5Y | +15.6% | -30.4% | +46.1% | +12.0% |
| 10Y | +276.8% | 0.0% | +276.8% | +214.5% |
| All | +2,419.4% | +165.2% | +2,254.2% | +1,735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling