+89.1%
ELF vs BN
-11.1%
+100.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | +4.0% | +5.3% | -1.4% | +1.4% |
| 30D | +10.6% | +11.9% | -1.3% | +4.0% |
| 3M | +25.8% | -5.7% | +31.6% | +28.5% |
| 6M | +89.1% | -10.6% | +99.7% | +96.1% |
| All | +89.1% | -11.1% | +100.2% | +96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling