+80.6%
ELF vs BIYA
-99.9%
+180.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.2% |
| 7D | +3.4% | +10.0% | -6.6% | +3.3% |
| 30D | +5.0% | -17.7% | +22.7% | +5.0% |
| 3M | +22.6% | -55.0% | +77.6% | +22.5% |
| 6M | +104.0% | -85.1% | +189.1% | +102.4% |
| YTD | +49.3% | -96.9% | +146.2% | +44.6% |
| 1Y | +46.0% | -98.5% | +144.5% | +35.2% |
| All | +80.6% | -99.9% | +180.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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