+1,251.0%
BE vs ELF
+239.6%
+1,011.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.5% | +10.8% |
| 7D | +29.8% | -1.2% | +30.9% | +30.0% |
| 30D | +26.4% | +5.9% | +20.5% | +24.3% |
| 3M | +9.3% | +99.5% | -90.2% | -9.0% |
| 6M | +105.1% | +26.5% | +78.5% | +89.4% |
| YTD | +219.0% | +37.2% | +181.9% | +185.3% |
| 1Y | +418.8% | -24.4% | +443.2% | +428.3% |
| 3Y | +1,784.6% | -23.3% | +1,807.9% | +1,552.8% |
| 5Y | +1,251.0% | +245.2% | +1,005.8% | +285.9% |
| All | +1,251.0% | +239.6% | +1,011.4% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling