+22.2%
ELV vs BN
+33.2%
-11.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +4.0% |
| 30D | +5.4% | -14.5% | +19.8% | +7.6% |
| 3M | +5.4% | -15.0% | +20.3% | +7.7% |
| 6M | +45.7% | -5.4% | +51.1% | +46.1% |
| YTD | +21.2% | -16.4% | +37.6% | +23.7% |
| 1Y | +35.6% | -16.2% | +51.9% | +38.1% |
| 3Y | -2.0% | +67.5% | -69.5% | -13.7% |
| All | +22.2% | +33.2% | -11.0% | +14.7% |
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