-2.0%
ELV vs BROS
+59.1%
-61.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +3.2% | -5.8% | +9.0% | +3.3% |
| 30D | +5.4% | -14.0% | +19.3% | +5.6% |
| 3M | +5.4% | -32.5% | +37.8% | +6.0% |
| 6M | +45.7% | -14.9% | +60.6% | +45.8% |
| YTD | +21.2% | -28.3% | +49.5% | +21.7% |
| 1Y | +35.6% | -34.0% | +69.6% | +36.3% |
| 3Y | -2.0% | +63.0% | -65.0% | -4.6% |
| All | -2.0% | +59.1% | -61.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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