+14.2%
ELF vs BB
+132.4%
-118.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.8% |
| 7D | +4.0% | +3.8% | +0.2% | +3.2% |
| 30D | +10.6% | -0.3% | +10.9% | +10.1% |
| 3M | +25.8% | -0.5% | +26.3% | +24.5% |
| 6M | +89.1% | +45.9% | +43.2% | +67.3% |
| YTD | +52.7% | +130.6% | -77.9% | +19.5% |
| 1Y | +51.7% | +89.2% | -37.4% | +24.0% |
| 3Y | +14.2% | +137.5% | -123.3% | -19.9% |
| All | +14.2% | +132.4% | -118.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling