-3.8%
BROS vs ELF
+299.7%
-303.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -19.0% | +6.3% | -25.3% | -20.0% |
| 30D | -7.3% | +8.5% | -15.7% | -8.7% |
| 3M | -31.2% | +24.4% | -55.6% | -34.3% |
| 6M | -33.0% | +94.7% | -127.8% | -42.6% |
| YTD | -42.4% | +55.9% | -98.2% | -48.7% |
| 1Y | -37.7% | +48.4% | -86.2% | -44.1% |
| 3Y | +28.2% | +24.6% | +3.6% | -1.4% |
| 5Y | -43.4% | +285.0% | -328.4% | -80.3% |
| All | -3.8% | +299.7% | -303.5% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling