-9.3%
ELV vs BTSG
+389.4%
-398.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | +3.2% | -3.3% | +6.5% | +3.4% |
| 30D | +5.4% | -1.6% | +7.0% | +5.4% |
| 3M | +5.4% | -6.9% | +12.2% | +5.6% |
| 6M | +45.7% | +42.1% | +3.6% | +39.5% |
| YTD | +21.2% | +56.8% | -35.6% | +14.9% |
| 1Y | +35.6% | +109.8% | -74.2% | +25.3% |
| All | -9.3% | +389.4% | -398.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling