+347.2%
ELF vs BG
+119.8%
+227.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +6.3% | +5.0% | +1.3% | +4.9% |
| 30D | +8.5% | -3.2% | +11.7% | +9.4% |
| 3M | +24.4% | -11.2% | +35.6% | +27.7% |
| 6M | +94.7% | -19.4% | +114.2% | +104.3% |
| YTD | +55.9% | +13.6% | +42.2% | +45.3% |
| 1Y | +48.4% | +7.3% | +41.2% | +40.9% |
| 3Y | +24.6% | +3.8% | +20.9% | +16.9% |
| 5Y | +285.0% | +23.2% | +261.8% | +230.5% |
| 10Y | +357.2% | +97.9% | +259.3% | +193.6% |
| All | +347.2% | +119.8% | +227.4% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling