+22.6%
BROS vs ELF
+237.5%
-215.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.2% |
| 7D | -6.6% | -6.8% | +0.2% | -5.2% |
| 30D | -12.3% | +5.1% | -17.4% | -13.3% |
| 3M | -22.2% | +79.8% | -102.0% | -32.0% |
| 6M | -14.3% | +29.7% | -44.0% | -20.2% |
| YTD | -26.6% | +31.6% | -58.2% | -32.3% |
| 1Y | -31.5% | -27.9% | -3.6% | -30.0% |
| 3Y | +62.3% | -26.4% | +88.7% | +44.5% |
| All | +22.6% | +237.5% | -215.0% | -55.6% |
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