+16.6%
ELV vs BROS
+43.3%
-26.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +3.3% | -6.7% | +10.0% | +3.6% |
| 30D | +4.2% | -29.1% | +33.2% | +5.4% |
| 3M | -0.1% | -16.7% | +16.6% | +0.4% |
| 6M | +41.3% | -11.6% | +52.9% | +41.4% |
| YTD | +17.4% | -23.9% | +41.4% | +18.2% |
| 1Y | +35.1% | -34.8% | +69.9% | +36.6% |
| 3Y | -3.2% | +62.1% | -65.3% | -7.7% |
| All | +16.6% | +43.3% | -26.8% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling