+16.7%
ELF vs BB
+154.0%
-137.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.5% |
| 7D | +3.4% | +9.0% | -5.6% | +1.6% |
| 30D | +5.0% | +7.7% | -2.7% | +2.9% |
| 3M | +22.6% | +4.0% | +18.6% | +20.2% |
| 6M | +104.0% | +46.6% | +57.3% | +80.3% |
| YTD | +49.3% | +140.6% | -91.3% | +15.5% |
| 1Y | +46.0% | +103.1% | -57.1% | +17.2% |
| All | +16.7% | +154.0% | -137.3% | -20.6% |
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 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