-0.5%
BBY vs ELF
+217.8%
-218.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | +0.7% | -10.8% | +11.5% | +2.6% |
| 30D | +5.8% | +0.8% | +5.0% | +5.5% |
| 3M | +18.0% | +64.8% | -46.8% | +7.6% |
| 6M | +39.8% | +19.0% | +20.9% | +34.0% |
| YTD | +35.4% | +25.9% | +9.5% | +27.6% |
| 1Y | +21.4% | -28.8% | +50.2% | +24.3% |
| 3Y | +39.5% | -29.6% | +69.1% | +28.2% |
| 5Y | -0.5% | +216.2% | -216.7% | -53.2% |
| All | -0.5% | +217.8% | -218.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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