+51.9%
ELF vs BBWI
+1.6%
+50.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +4.3% | -7.7% | +12.0% | +6.6% |
| 30D | +7.7% | +24.8% | -17.0% | +0.7% |
| 3M | +24.7% | +16.2% | +8.5% | +18.1% |
| 6M | +114.6% | +15.8% | +98.8% | +101.8% |
| YTD | +55.8% | +11.4% | +44.4% | +50.4% |
| 1Y | +51.9% | +3.2% | +48.7% | +47.5% |
| All | +51.9% | +1.6% | +50.3% | +47.5% |
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