+351.7%
ELF vs BN
+274.9%
+76.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.2% |
| 7D | +4.0% | +5.3% | -1.4% | +0.8% |
| 30D | +10.6% | +11.9% | -1.3% | +3.7% |
| 3M | +25.8% | -5.7% | +31.6% | +29.5% |
| 6M | +89.1% | -10.6% | +99.7% | +99.6% |
| YTD | +52.7% | -9.4% | +62.1% | +58.8% |
| 1Y | +51.7% | -8.8% | +60.5% | +57.2% |
| 3Y | +14.2% | +95.6% | -81.4% | -20.5% |
| 5Y | +270.7% | +30.2% | +240.5% | +209.1% |
| All | +351.7% | +274.9% | +76.8% | +193.2% |
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