+520.2%
ELV vs BR
+1,281.7%
-761.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -2.2% | -5.0% | +2.8% | -0.1% |
| 30D | -0.2% | -2.5% | +2.3% | +0.7% |
| 3M | -6.1% | +13.5% | -19.6% | -11.7% |
| 6M | +42.8% | -9.4% | +52.2% | +47.1% |
| YTD | +14.4% | -23.3% | +37.7% | +26.0% |
| 1Y | +28.6% | -31.6% | +60.2% | +48.8% |
| 3Y | -7.4% | -5.1% | -2.3% | -9.0% |
| 5Y | +14.5% | +8.2% | +6.3% | +3.6% |
| 10Y | +257.4% | +189.8% | +67.6% | +103.9% |
| All | +520.2% | +1,281.7% | -761.5% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling