-37.5%
BROS vs ELF
+48.3%
-85.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -20.4% | +4.3% | -24.7% | -21.1% |
| 30D | -6.1% | +7.7% | -13.8% | -7.7% |
| 3M | -29.4% | +24.7% | -54.1% | -33.0% |
| 6M | -31.5% | +114.6% | -146.2% | -44.9% |
| YTD | -42.8% | +55.8% | -98.6% | -51.5% |
| 1Y | -37.5% | +51.9% | -89.4% | -46.5% |
| All | -37.5% | +48.3% | -85.8% | -46.5% |
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