+22.2%
ELV vs BTG
+78.0%
-55.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +3.2% | -3.8% | +7.0% | +3.4% |
| 30D | +5.4% | +3.6% | +1.7% | +5.1% |
| 3M | +5.4% | +32.0% | -26.7% | +3.3% |
| 6M | +45.7% | +3.4% | +42.3% | +44.4% |
| YTD | +21.2% | +20.8% | +0.4% | +18.6% |
| 1Y | +35.6% | +22.4% | +13.2% | +32.2% |
| 3Y | -2.0% | +91.7% | -93.7% | -8.4% |
| All | +22.2% | +78.0% | -55.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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