+2,353.8%
ELV vs BG
+1,051.6%
+1,302.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -0.2% | +10.3% | -10.5% | -2.8% |
| 3M | -6.1% | -1.9% | -4.2% | -6.0% |
| 6M | +42.8% | +5.2% | +37.6% | +40.0% |
| YTD | +14.4% | +41.2% | -26.8% | +3.7% |
| 1Y | +28.6% | +50.5% | -21.9% | +14.2% |
| 3Y | -7.4% | +19.9% | -27.3% | -14.2% |
| 5Y | +14.5% | +86.7% | -72.2% | -7.9% |
| 10Y | +257.4% | +167.5% | +89.9% | +146.7% |
| All | +2,353.8% | +1,051.6% | +1,302.2% | +1,037.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling