-2.9%
ELV vs BURL
+95.8%
-98.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -6.0% | -1.8% |
| 7D | +1.1% | +7.7% | -6.6% | +1.1% |
| 30D | +1.3% | -7.1% | +8.5% | +1.2% |
| 3M | +6.6% | -30.3% | +36.9% | +6.4% |
| 6M | +11.6% | -15.5% | +27.1% | +11.4% |
| YTD | +21.1% | -11.0% | +32.0% | +20.7% |
| 1Y | +34.2% | -8.4% | +42.7% | +33.7% |
| 3Y | -2.9% | +96.7% | -99.6% | -4.6% |
| All | -2.9% | +95.8% | -98.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling