+255.0%
ELF vs BBWI
-66.0%
+321.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.2% |
| 7D | +5.4% | +1.5% | +3.8% | +4.9% |
| 30D | +27.0% | -5.2% | +32.2% | +28.4% |
| 3M | +113.2% | +11.1% | +102.1% | +104.5% |
| 6M | +36.6% | -13.4% | +49.9% | +40.0% |
| YTD | +44.2% | +0.1% | +44.1% | +41.7% |
| 1Y | -18.0% | -36.1% | +18.1% | -8.8% |
| 3Y | -19.9% | -44.1% | +24.2% | -11.2% |
| All | +255.0% | -66.0% | +321.0% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling