+503.2%
ELV vs BURL
+987.9%
-484.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +2.4% | +3.5% | -1.1% | +1.8% |
| 30D | +8.0% | -9.3% | +17.3% | +9.7% |
| 3M | +10.9% | -32.1% | +43.0% | +18.0% |
| 6M | +18.0% | -19.8% | +37.8% | +21.4% |
| YTD | +25.0% | -13.2% | +38.2% | +26.3% |
| 1Y | +38.5% | -7.8% | +46.4% | +37.9% |
| 3Y | +1.0% | +89.3% | -88.4% | -16.5% |
| 5Y | +10.1% | -15.8% | +25.9% | +5.0% |
| 10Y | +315.6% | +262.2% | +53.4% | +181.9% |
| All | +503.2% | +987.9% | -484.7% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling