-33.5%
BROS vs ELF
+106.0%
-139.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.4% | -2.7% |
| 7D | -2.5% | +3.4% | -5.8% | -3.2% |
| 30D | -11.2% | +5.0% | -16.2% | -11.8% |
| 3M | -33.9% | +22.6% | -56.5% | -35.7% |
| 6M | -33.5% | +104.0% | -137.5% | -43.5% |
| All | -33.5% | +106.0% | -139.5% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling