+389.6%
BE vs ELF
-27.0%
+416.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.3% |
| 7D | +23.9% | -6.8% | +30.7% | +24.9% |
| 30D | +27.8% | +5.1% | +22.8% | +26.6% |
| 3M | +3.7% | +79.8% | -76.0% | -7.0% |
| 6M | +78.0% | +29.7% | +48.2% | +70.3% |
| YTD | +209.9% | +31.6% | +178.3% | +188.8% |
| 1Y | +389.6% | -27.9% | +417.5% | +416.2% |
| All | +389.6% | -27.0% | +416.6% | +416.2% |
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