-20.5%
ELF vs BEN
+46.1%
-66.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.7% |
| 7D | +5.4% | +0.2% | +5.1% | +5.2% |
| 30D | +27.0% | -0.5% | +27.5% | +27.1% |
| 3M | +113.2% | +9.7% | +103.5% | +104.6% |
| 6M | +36.6% | +33.9% | +2.7% | +16.9% |
| YTD | +44.2% | +49.0% | -4.8% | +18.7% |
| All | -20.5% | +46.1% | -66.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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