-2.4%
ELV vs BG
+18.0%
-20.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | +2.8% | +3.1% | -0.4% | +2.3% |
| 30D | +4.9% | +10.2% | -5.3% | +3.5% |
| 3M | +4.9% | -1.7% | +6.6% | +5.0% |
| 6M | +45.1% | +1.0% | +44.1% | +44.5% |
| YTD | +20.7% | +39.9% | -19.2% | +14.5% |
| 1Y | +35.0% | +53.2% | -18.2% | +26.5% |
| 3Y | -2.4% | +16.3% | -18.7% | -0.9% |
| All | -2.4% | +18.0% | -20.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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