+338.3%
ELF vs BG
+119.1%
+219.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.2% | +5.6% |
| 7D | +4.0% | +2.5% | +1.4% | +3.2% |
| 30D | +10.6% | -6.1% | +16.7% | +12.3% |
| 3M | +25.8% | -8.5% | +34.3% | +27.8% |
| 6M | +89.1% | -20.4% | +109.5% | +99.0% |
| YTD | +52.7% | +13.3% | +39.5% | +42.5% |
| 1Y | +51.7% | +7.3% | +44.5% | +44.1% |
| 3Y | +14.2% | +2.6% | +11.7% | +7.5% |
| 5Y | +270.7% | +22.0% | +248.7% | +219.2% |
| 10Y | +341.9% | +91.8% | +250.2% | +186.0% |
| All | +338.3% | +119.1% | +219.1% | +176.3% |
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