+21.7%
ELV vs BTDR
+20.7%
+1.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.5% |
| 7D | +2.8% | -3.4% | +6.1% | +2.7% |
| 30D | +4.9% | +32.6% | -27.7% | +5.0% |
| 3M | +4.9% | -32.2% | +37.1% | +4.8% |
| 6M | +45.1% | +52.4% | -7.3% | +45.2% |
| YTD | +20.7% | +6.7% | +14.0% | +20.6% |
| 1Y | +35.0% | -15.2% | +50.3% | +35.2% |
| 3Y | -2.4% | +14.9% | -17.3% | -2.3% |
| All | +21.7% | +20.7% | +1.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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