+65.6%
BROS vs ELF
-23.6%
+89.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.7% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -13.5% | +5.9% | -19.4% | -14.3% |
| 3M | -18.4% | +99.5% | -118.0% | -28.2% |
| 6M | -10.6% | +26.5% | -37.1% | -15.4% |
| YTD | -25.1% | +37.2% | -62.2% | -30.3% |
| 1Y | -28.6% | -24.4% | -4.2% | -28.5% |
| 3Y | +65.6% | -23.3% | +88.9% | +38.6% |
| All | +65.6% | -23.6% | +89.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling