+277.7%
ELF vs BG
+173.1%
+104.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | -6.8% | +0.5% | -7.3% | -7.0% |
| 30D | +5.1% | +10.3% | -5.2% | +1.8% |
| 3M | +79.8% | -1.9% | +81.7% | +79.4% |
| 6M | +29.7% | +5.2% | +24.5% | +25.8% |
| YTD | +31.6% | +41.2% | -9.5% | +15.8% |
| 1Y | -27.9% | +50.5% | -78.4% | -38.1% |
| 3Y | -26.4% | +19.9% | -46.3% | -33.3% |
| 5Y | +235.6% | +86.7% | +148.9% | +152.4% |
| All | +277.7% | +173.1% | +104.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling