+466.6%
ELV vs BURL
+1,051.1%
-584.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.2% |
| 7D | +3.3% | -2.8% | +6.1% | +3.8% |
| 30D | +4.2% | -28.2% | +32.3% | +10.0% |
| 3M | -0.1% | -17.6% | +17.5% | +2.9% |
| 6M | +41.3% | -11.8% | +53.0% | +42.8% |
| YTD | +17.4% | -8.1% | +25.6% | +17.8% |
| 1Y | +35.1% | -12.0% | +47.0% | +35.7% |
| 3Y | -3.2% | +63.3% | -66.5% | -17.2% |
| 5Y | +15.6% | -10.8% | +26.4% | +9.4% |
| 10Y | +276.8% | +215.9% | +60.9% | +161.9% |
| All | +466.6% | +1,051.1% | -584.6% | +240.2% |
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