+255.0%
ELF vs BG
+76.3%
+178.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +5.4% | +2.8% | +2.6% | +4.7% |
| 30D | +27.0% | +12.0% | +14.9% | +23.7% |
| 3M | +113.2% | -7.7% | +120.9% | +116.4% |
| 6M | +36.6% | +4.5% | +32.1% | +33.5% |
| YTD | +44.2% | +35.7% | +8.5% | +31.4% |
| 1Y | -18.0% | +50.1% | -68.1% | -27.4% |
| 3Y | -19.9% | +12.6% | -32.5% | -25.8% |
| All | +255.0% | +76.3% | +178.7% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling