-19.5%
ELF vs BB
+38.2%
-57.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -5.6% | +11.0% | +6.6% |
| 30D | +27.0% | -11.8% | +38.8% | +29.9% |
| 3M | +113.2% | -25.5% | +138.7% | +123.5% |
| 6M | +36.6% | +121.3% | -84.7% | +9.9% |
| YTD | +44.2% | +103.2% | -58.9% | +18.3% |
| 1Y | -18.0% | +102.6% | -120.6% | -32.7% |
| All | -19.5% | +38.2% | -57.7% | -42.3% |
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