-2.2%
ELV vs BIYA
-99.8%
+97.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.8% |
| 7D | +3.3% | +1.3% | +2.0% | +3.3% |
| 30D | +4.2% | -21.0% | +25.1% | +4.1% |
| 3M | -0.1% | -74.3% | +74.2% | -0.1% |
| 6M | +41.3% | -84.6% | +125.9% | +40.8% |
| YTD | +17.4% | -94.2% | +111.6% | +15.8% |
| 1Y | +35.1% | -98.2% | +133.3% | +30.8% |
| All | -2.2% | -99.8% | +97.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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