+338.3%
ELF vs BBWI
-49.8%
+388.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.6% |
| 7D | +4.0% | -6.2% | +10.2% | +5.6% |
| 30D | +10.6% | +19.9% | -9.4% | +5.1% |
| 3M | +25.8% | +7.1% | +18.7% | +22.3% |
| 6M | +89.1% | +13.7% | +75.4% | +80.1% |
| YTD | +52.7% | +9.6% | +43.1% | +46.1% |
| 1Y | +51.7% | -1.6% | +53.4% | +47.3% |
| 3Y | +14.2% | -25.9% | +40.1% | +16.4% |
| 5Y | +270.7% | -67.8% | +338.5% | +341.9% |
| 10Y | +341.9% | -43.5% | +385.4% | +276.0% |
| All | +338.3% | -49.8% | +388.1% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling