-2.4%
ELV vs BR
-5.3%
+2.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +2.8% | -3.0% | +5.7% | +3.3% |
| 30D | +4.9% | -0.3% | +5.2% | +4.9% |
| 3M | +4.9% | +17.3% | -12.4% | +1.3% |
| 6M | +45.1% | -6.7% | +51.8% | +46.9% |
| YTD | +20.7% | -23.4% | +44.1% | +28.5% |
| 1Y | +35.0% | -32.7% | +67.7% | +48.8% |
| 3Y | -2.4% | -5.9% | +3.5% | -3.9% |
| All | -2.4% | -5.3% | +2.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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