+8.8%
ELV vs BURL
-14.7%
+23.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.8% |
| 7D | +3.8% | +5.9% | -2.0% | +3.6% |
| 30D | +4.1% | -8.3% | +12.4% | +4.4% |
| 3M | +8.5% | -31.6% | +40.1% | +9.9% |
| 6M | +14.6% | -16.6% | +31.2% | +15.1% |
| YTD | +24.4% | -12.1% | +36.4% | +24.5% |
| 1Y | +44.2% | -10.0% | +54.2% | +44.0% |
| 3Y | -1.4% | +94.3% | -95.7% | -7.0% |
| 5Y | +8.8% | -13.2% | +22.0% | +8.9% |
| All | +8.8% | -14.7% | +23.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling