+46.0%
ELF vs BBWI
+1.2%
+44.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.2% | -3.3% |
| 7D | +3.4% | -4.5% | +7.9% | +4.7% |
| 30D | +5.0% | +17.1% | -12.1% | -0.1% |
| 3M | +22.6% | +17.5% | +5.1% | +15.5% |
| 6M | +104.0% | +12.8% | +91.2% | +93.2% |
| YTD | +49.3% | +8.2% | +41.2% | +45.5% |
| 1Y | +46.0% | -1.8% | +47.8% | +43.4% |
| All | +46.0% | +1.2% | +44.8% | +43.4% |
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