+51.9%
ELF vs BN
-8.2%
+60.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | +4.3% | -2.4% | +6.7% | +5.5% |
| 30D | +7.7% | +13.5% | -5.8% | +0.9% |
| 3M | +24.7% | -5.9% | +30.7% | +27.9% |
| 6M | +114.6% | -8.9% | +123.6% | +122.7% |
| YTD | +55.8% | -7.9% | +63.7% | +53.6% |
| 1Y | +51.9% | -8.3% | +60.2% | +50.3% |
| All | +51.9% | -8.2% | +60.1% | +50.3% |
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