+255.8%
ELV vs BURL
+232.1%
+23.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.6% |
| 7D | +1.0% | -1.6% | +2.5% | +1.2% |
| 30D | +0.4% | -7.7% | +8.1% | +1.7% |
| 3M | +8.4% | -31.7% | +40.0% | +15.1% |
| 6M | +8.4% | -15.2% | +23.6% | +10.3% |
| YTD | +24.4% | -15.9% | +40.3% | +26.2% |
| 1Y | +33.5% | -14.2% | +47.7% | +34.4% |
| 3Y | -2.1% | +93.5% | -95.6% | -20.3% |
| 5Y | +5.8% | -9.9% | +15.7% | -0.5% |
| All | +255.8% | +232.1% | +23.7% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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