+924.1%
ELV vs BTG
+385.9%
+538.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -0.2% | +9.5% | -9.7% | -0.5% |
| 3M | -6.1% | +38.5% | -44.6% | -7.2% |
| 6M | +42.8% | +5.6% | +37.2% | +42.1% |
| YTD | +14.4% | +23.9% | -9.5% | +13.1% |
| 1Y | +28.6% | +32.1% | -3.5% | +26.8% |
| 3Y | -7.4% | +103.2% | -110.6% | -10.3% |
| 5Y | +14.5% | +79.7% | -65.3% | +10.9% |
| 10Y | +257.4% | +159.1% | +98.3% | +240.2% |
| All | +924.1% | +385.9% | +538.2% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling