-20.2%
BKNG vs ELF
-29.1%
+8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | -10.7% | -10.8% | +0.2% | -9.2% |
| 30D | -18.1% | +0.8% | -18.9% | -18.2% |
| 3M | +8.5% | +64.8% | -56.2% | +1.9% |
| 6M | -0.1% | +19.0% | -19.0% | -3.6% |
| YTD | -18.2% | +25.9% | -44.2% | -21.0% |
| All | -20.2% | -29.1% | +8.9% | -23.5% |
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 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