+2,568.1%
ELV vs BBWI
+633.8%
+1,934.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +0.4% | +12.9% | -12.5% | -2.0% |
| 3M | +8.4% | +16.0% | -7.6% | +4.8% |
| 6M | +8.4% | +16.6% | -8.2% | +3.6% |
| YTD | +24.4% | +9.7% | +14.6% | +18.8% |
| 1Y | +33.5% | +1.5% | +32.0% | +28.1% |
| 3Y | -2.1% | -21.4% | +19.3% | -6.3% |
| 5Y | +5.8% | -67.6% | +73.3% | +16.5% |
| 10Y | +268.9% | -46.8% | +315.7% | +210.4% |
| All | +2,568.1% | +633.8% | +1,934.3% | +1,061.8% |
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