-3.9%
ELF vs BN
-3.9%
0.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.1% | -1.1% |
| 7D | -1.5% | +12.0% | -13.5% | -7.3% |
| 30D | +9.5% | +17.0% | -7.5% | +0.7% |
| 3M | +29.4% | -3.2% | +32.6% | +31.0% |
| 6M | +83.7% | -3.9% | +87.6% | +85.9% |
| YTD | +49.4% | -5.6% | +55.0% | +44.6% |
| 1Y | -3.9% | -4.7% | +0.8% | -7.9% |
| All | -3.9% | -3.9% | 0.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling