+272.1%
ELV vs BLDR
+383.3%
-111.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.8% |
| 7D | +2.8% | -8.2% | +11.0% | +4.1% |
| 30D | +4.9% | -16.6% | +21.5% | +7.7% |
| 3M | +4.9% | -23.2% | +28.1% | +8.2% |
| 6M | +45.1% | -33.7% | +78.8% | +52.5% |
| YTD | +20.7% | -41.3% | +62.0% | +29.0% |
| 1Y | +35.0% | -58.8% | +93.8% | +52.8% |
| 3Y | -2.4% | -57.5% | +55.0% | +5.6% |
| 5Y | +25.5% | +12.9% | +12.6% | +6.6% |
| All | +272.1% | +383.3% | -111.2% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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