+616.6%
ELV vs BIDU
+1,302.3%
-685.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -0.6% |
| 7D | -0.3% | -2.4% | +2.2% | 0.0% |
| 30D | +2.0% | -15.6% | +17.6% | +3.7% |
| 3M | -3.5% | -22.3% | +18.8% | -1.1% |
| 6M | +40.2% | -22.3% | +62.5% | +42.9% |
| YTD | +15.8% | -29.2% | +45.0% | +19.0% |
| 1Y | +33.2% | -14.8% | +48.0% | +33.2% |
| 3Y | -6.2% | -31.8% | +25.5% | -5.4% |
| 5Y | +16.4% | -43.1% | +59.5% | +14.9% |
| 10Y | +259.8% | -50.6% | +310.4% | +241.0% |
| All | +616.6% | +1,302.3% | -685.7% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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