+59.4%
BE vs ELF
+45.6%
+13.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -3.1% |
| 7D | +20.5% | +3.4% | +17.2% | +20.2% |
| 30D | -23.4% | +5.0% | -28.3% | -23.6% |
| 3M | -14.9% | +22.6% | -37.4% | -16.6% |
| 6M | -28.1% | +104.0% | -132.0% | -35.9% |
| YTD | +132.4% | +49.3% | +83.1% | +98.4% |
| 1Y | +59.4% | +46.0% | +13.3% | +38.2% |
| All | +59.4% | +45.6% | +13.8% | +38.2% |
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 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