+25.1%
BROS vs ELF
+251.8%
-226.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.5% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -13.5% | +5.9% | -19.4% | -14.5% |
| 3M | -18.4% | +99.5% | -118.0% | -30.3% |
| 6M | -10.6% | +26.5% | -37.1% | -16.4% |
| YTD | -25.1% | +37.2% | -62.2% | -31.5% |
| 1Y | -28.6% | -24.4% | -4.2% | -27.8% |
| 3Y | +65.6% | -23.3% | +88.9% | +46.2% |
| All | +25.1% | +251.8% | -226.7% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling