+22.2%
ELV vs BR
+8.0%
+14.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +5.4% | -0.3% | +5.7% | +5.4% |
| 3M | +5.4% | +17.3% | -11.9% | +0.4% |
| 6M | +45.7% | -6.7% | +52.4% | +47.9% |
| YTD | +21.2% | -23.4% | +44.6% | +30.6% |
| 1Y | +35.6% | -32.7% | +68.3% | +52.1% |
| 3Y | -2.0% | -5.9% | +3.9% | -3.1% |
| All | +22.2% | +8.0% | +14.2% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling