+273.0%
ELF vs BB
-17.6%
+290.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.4% |
| 7D | +1.6% | +1.8% | -0.2% | +1.2% |
| 30D | +9.1% | +8.1% | +1.0% | +6.8% |
| 3M | +28.2% | -1.0% | +29.2% | +26.9% |
| 6M | +119.5% | +45.9% | +73.6% | +94.0% |
| YTD | +55.2% | +134.8% | -79.7% | +21.1% |
| 1Y | +58.6% | +104.6% | -46.0% | +27.3% |
| 3Y | +21.3% | +152.8% | -131.6% | -13.1% |
| All | +273.0% | -17.6% | +290.6% | +272.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling