+5.8%
ELV vs BN
+36.7%
-30.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +8.2% | -6.7% | +14.8% | +9.0% |
| 6M | +10.2% | -9.0% | +19.2% | +11.3% |
| YTD | +24.4% | -8.8% | +33.2% | +25.3% |
| 1Y | +33.8% | -10.6% | +44.4% | +35.0% |
| 3Y | -1.4% | +98.8% | -100.1% | -15.1% |
| 5Y | +5.8% | +33.6% | -27.8% | +1.1% |
| All | +5.8% | +36.7% | -30.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling