+255.0%
ELF vs BN
+37.9%
+217.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +5.4% | -2.5% | +7.8% | +6.9% |
| 30D | +27.0% | -9.5% | +36.5% | +34.5% |
| 3M | +113.2% | -10.4% | +123.6% | +127.0% |
| 6M | +36.6% | -6.4% | +42.9% | +41.3% |
| YTD | +44.2% | -11.9% | +56.1% | +53.2% |
| 1Y | -18.0% | -8.6% | -9.4% | -14.6% |
| 3Y | -19.9% | +77.6% | -97.5% | -43.5% |
| All | +255.0% | +37.9% | +217.1% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling