+737.9%
BE vs ELF
+748.6%
-10.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | +4.3% | +0.3% | +3.6% |
| 30D | -20.1% | +7.7% | -27.9% | -21.7% |
| 3M | -0.8% | +24.7% | -25.5% | -7.2% |
| 6M | -26.2% | +114.6% | -140.9% | -41.9% |
| YTD | +141.1% | +55.8% | +85.3% | +103.7% |
| 1Y | +64.8% | +51.9% | +12.9% | +40.6% |
| 3Y | +1,887.4% | +24.6% | +1,862.8% | +1,396.0% |
| 5Y | +518.1% | +279.2% | +238.9% | +172.2% |
| All | +737.9% | +748.6% | -10.7% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling