+230.5%
BBY vs ELF
+334.6%
-104.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.2% |
| 7D | +8.1% | -1.2% | +9.3% | +8.3% |
| 30D | +8.9% | +5.9% | +3.0% | +7.8% |
| 3M | +22.0% | +99.5% | -77.5% | +8.3% |
| 6M | +37.8% | +26.5% | +11.3% | +30.9% |
| YTD | +37.3% | +37.2% | +0.1% | +28.0% |
| 1Y | +21.6% | -24.4% | +46.0% | +23.0% |
| 3Y | +41.5% | -23.3% | +64.8% | +32.2% |
| 5Y | +1.2% | +245.2% | -243.9% | -30.6% |
| All | +230.5% | +334.6% | -104.1% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling