+347.2%
ELF vs BN
+282.4%
+64.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +6.3% | +4.3% | +2.0% | +3.8% |
| 30D | +8.5% | +14.3% | -5.8% | +0.6% |
| 3M | +24.4% | -4.1% | +28.5% | +26.8% |
| 6M | +94.7% | -9.7% | +104.4% | +104.5% |
| YTD | +55.9% | -7.1% | +63.0% | +60.0% |
| 1Y | +48.4% | -7.4% | +55.8% | +52.5% |
| 3Y | +24.6% | +102.3% | -77.7% | -14.7% |
| 5Y | +285.0% | +35.9% | +249.1% | +214.0% |
| 10Y | +357.2% | +289.2% | +68.0% | +185.0% |
| All | +347.2% | +282.4% | +64.8% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling