+286.6%
ELF vs BN
+297.2%
-10.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.6% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | +5.0% | +13.6% | -8.6% | -2.4% |
| 3M | +22.6% | -6.7% | +29.2% | +26.8% |
| 6M | +104.0% | -9.0% | +112.9% | +113.2% |
| YTD | +49.3% | -8.8% | +58.1% | +54.8% |
| 1Y | +46.0% | -10.6% | +56.7% | +53.0% |
| 3Y | +19.4% | +98.8% | -79.4% | -17.8% |
| 5Y | +262.0% | +33.6% | +228.4% | +197.8% |
| All | +286.6% | +297.2% | -10.7% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling