+494.3%
ELV vs BURL
+970.5%
-476.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +1.3% | +4.1% | -2.8% | +0.6% |
| 30D | +5.3% | -9.5% | +14.7% | +7.0% |
| 3M | +9.2% | -33.5% | +42.7% | +16.6% |
| 6M | +14.5% | -22.1% | +36.6% | +18.4% |
| YTD | +23.2% | -14.6% | +37.8% | +24.8% |
| 1Y | +38.0% | -8.4% | +46.4% | +37.5% |
| 3Y | -1.5% | +86.6% | -88.1% | -18.4% |
| 5Y | +8.5% | -17.2% | +25.7% | +3.8% |
| 10Y | +309.5% | +256.4% | +53.1% | +178.5% |
| All | +494.3% | +970.5% | -476.2% | +260.4% |
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