+364.2%
ELF vs BN
+289.4%
+74.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.1% | +0.7% |
| 7D | +7.8% | +3.6% | +4.2% | +5.6% |
| 30D | +9.3% | +15.9% | -6.6% | +0.6% |
| 3M | +21.2% | -2.3% | +23.5% | +22.3% |
| 6M | +96.1% | -8.4% | +104.5% | +104.4% |
| YTD | +57.0% | -5.9% | +62.8% | +59.9% |
| 1Y | +61.9% | -5.6% | +67.4% | +64.6% |
| 3Y | +20.0% | +104.2% | -84.2% | -18.3% |
| 5Y | +284.8% | +35.5% | +249.3% | +214.0% |
| 10Y | +364.2% | +285.2% | +79.0% | +195.2% |
| All | +364.2% | +289.4% | +74.9% | +195.2% |
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