+13.5%
ELV vs BROS
+38.3%
-24.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.2% |
| 7D | -2.2% | -6.6% | +4.4% | -2.0% |
| 30D | -0.2% | -12.3% | +12.1% | +0.3% |
| 3M | -6.1% | -22.2% | +16.1% | -5.4% |
| 6M | +42.8% | -14.3% | +57.1% | +43.1% |
| YTD | +14.4% | -26.6% | +40.9% | +15.3% |
| 1Y | +28.6% | -31.5% | +60.1% | +29.8% |
| 3Y | -7.4% | +62.3% | -69.7% | -11.7% |
| All | +13.5% | +38.3% | -24.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling