+360.5%
BE vs ELF
-17.5%
+378.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.2% | +7.1% |
| 7D | +20.0% | +5.4% | +14.6% | +19.1% |
| 30D | +7.9% | +27.0% | -19.1% | +4.2% |
| 3M | -13.2% | +113.2% | -126.4% | -23.9% |
| 6M | +53.5% | +36.6% | +16.9% | +46.3% |
| YTD | +191.0% | +44.2% | +146.8% | +169.1% |
| 1Y | +360.5% | -18.0% | +378.5% | +370.8% |
| All | +360.5% | -17.5% | +378.1% | +370.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling