-35.2%
BROS vs ELF
+53.2%
-88.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.6% | +5.4% |
| 7D | +6.3% | +1.6% | +4.7% | +5.9% |
| 30D | -8.3% | +9.1% | -17.5% | -10.1% |
| 3M | -29.8% | +28.2% | -58.0% | -33.7% |
| 6M | -25.8% | +119.5% | -145.4% | -40.5% |
| YTD | -41.4% | +55.2% | -96.5% | -49.9% |
| 1Y | -35.2% | +58.6% | -93.8% | -45.4% |
| All | -35.2% | +53.2% | -88.4% | -45.4% |
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