+286.6%
ELF vs BB
+24.8%
+261.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.6% |
| 7D | +3.4% | +9.0% | -5.6% | +1.8% |
| 30D | +5.0% | +7.7% | -2.7% | +3.2% |
| 3M | +22.6% | +4.0% | +18.6% | +20.6% |
| 6M | +104.0% | +46.6% | +57.3% | +85.6% |
| YTD | +49.3% | +140.6% | -91.3% | +23.4% |
| 1Y | +46.0% | +103.1% | -57.1% | +24.0% |
| 3Y | +19.4% | +150.5% | -131.2% | -6.1% |
| 5Y | +262.0% | -15.4% | +277.4% | +225.1% |
| All | +286.6% | +24.8% | +261.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling