+27.0%
BROS vs ELF
+269.9%
-242.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -6.7% | +5.4% | -12.0% | -7.7% |
| 30D | -29.1% | +27.0% | -56.0% | -32.9% |
| 3M | -16.7% | +113.2% | -129.9% | -29.8% |
| 6M | -11.6% | +36.6% | -48.2% | -18.7% |
| YTD | -23.9% | +44.2% | -68.1% | -31.2% |
| 1Y | -34.8% | -18.0% | -16.8% | -35.2% |
| 3Y | +62.1% | -19.9% | +82.0% | +41.8% |
| All | +27.0% | +269.9% | -242.9% | -54.9% |
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