+2,419.4%
ELV vs BBWI
+569.3%
+1,850.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +4.2% | -5.2% | +9.3% | +4.9% |
| 3M | -0.1% | +11.1% | -11.2% | -2.9% |
| 6M | +41.3% | -13.4% | +54.6% | +42.2% |
| YTD | +17.4% | +0.1% | +17.3% | +14.6% |
| 1Y | +35.1% | -36.1% | +71.2% | +41.9% |
| 3Y | -3.2% | -44.1% | +40.8% | -0.6% |
| 5Y | +15.6% | -66.2% | +81.8% | +26.2% |
| 10Y | +276.8% | -54.8% | +331.5% | +229.6% |
| All | +2,419.4% | +569.3% | +1,850.0% | +1,020.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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