-2.0%
ELV vs BN
+100.0%
-102.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +1.1% | +13.6% | -12.5% | +0.1% |
| 3M | +8.2% | -6.7% | +14.8% | +8.6% |
| 6M | +10.2% | -9.0% | +19.2% | +10.8% |
| YTD | +24.4% | -8.8% | +33.2% | +24.7% |
| 1Y | +33.8% | -10.6% | +44.4% | +34.3% |
| All | -2.0% | +100.0% | -102.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling