+273.7%
ELV vs BBY
+252.7%
+21.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +5.4% | +9.4% | -4.0% | +3.5% |
| 3M | +5.4% | +19.3% | -14.0% | +1.6% |
| 6M | +45.7% | +47.9% | -2.2% | +33.9% |
| YTD | +21.2% | +39.6% | -18.4% | +12.5% |
| 1Y | +35.6% | +22.2% | +13.4% | +29.0% |
| 3Y | -2.0% | +45.0% | -47.0% | -13.4% |
| 5Y | +26.0% | +2.6% | +23.4% | +17.7% |
| All | +273.7% | +252.7% | +21.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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