+2,419.4%
ELV vs BN
+6,751.6%
-4,332.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +3.3% | -2.5% | +5.8% | +4.2% |
| 30D | +4.2% | -9.5% | +13.7% | +7.8% |
| 3M | -0.1% | -10.4% | +10.3% | +3.6% |
| 6M | +41.3% | -6.4% | +47.6% | +43.2% |
| YTD | +17.4% | -11.9% | +29.3% | +21.2% |
| 1Y | +35.1% | -8.6% | +43.7% | +37.0% |
| 3Y | -3.2% | +77.6% | -80.8% | -27.3% |
| 5Y | +15.6% | +37.0% | -21.4% | -7.0% |
| 10Y | +276.8% | +266.4% | +10.4% | +98.7% |
| All | +2,419.4% | +6,751.6% | -4,332.2% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling