-33.2%
BROS vs ELF
-31.2%
-2.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.5% |
| 7D | -6.1% | -10.8% | +4.8% | -3.9% |
| 30D | -12.4% | +0.8% | -13.2% | -12.5% |
| 3M | -27.9% | +64.8% | -92.7% | -36.0% |
| 6M | -16.8% | +19.0% | -35.8% | -21.3% |
| YTD | -29.0% | +25.9% | -55.0% | -34.2% |
| 1Y | -33.2% | -28.8% | -4.4% | -35.4% |
| All | -33.2% | -31.2% | -2.0% | -35.4% |
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