+31.4%
ELV vs BN
-12.5%
+43.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.9% |
| 30D | -0.2% | -13.0% | +12.8% | +0.9% |
| 3M | -6.1% | -15.2% | +9.1% | -4.8% |
| 6M | +42.8% | -5.9% | +48.7% | +41.5% |
| YTD | +14.4% | -15.8% | +30.2% | +15.3% |
| All | +31.4% | -12.5% | +43.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling