+49.5%
ELF vs BBWI
-1.7%
+51.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.2% |
| 7D | +7.8% | -6.2% | +14.0% | +9.7% |
| 30D | +9.3% | +25.5% | -16.2% | +1.9% |
| 3M | +21.2% | +8.0% | +13.2% | +17.5% |
| 6M | +96.1% | +12.7% | +83.4% | +86.0% |
| YTD | +57.0% | +11.6% | +45.3% | +51.4% |
| All | +49.5% | -1.7% | +51.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling