+357.2%
ELF vs BB
+28.9%
+328.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +6.3% | +11.6% | -5.3% | +4.2% |
| 30D | +8.5% | +2.6% | +5.9% | +7.6% |
| 3M | +24.4% | +3.5% | +20.9% | +22.5% |
| 6M | +94.7% | +43.5% | +51.2% | +77.9% |
| YTD | +55.9% | +141.2% | -85.3% | +28.8% |
| 1Y | +48.4% | +97.4% | -49.0% | +26.7% |
| 3Y | +24.6% | +151.1% | -126.5% | -2.1% |
| 5Y | +285.0% | -12.8% | +297.8% | +244.2% |
| 10Y | +357.2% | +27.5% | +329.7% | +178.9% |
| All | +357.2% | +28.9% | +328.3% | +178.9% |
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