+301.7%
ELF vs BR
+277.7%
+24.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +9.1% | +14.4% | -5.3% | +3.0% |
| 3M | +28.2% | +12.4% | +15.7% | +21.7% |
| 6M | +119.5% | +35.4% | +84.1% | +91.6% |
| YTD | +55.2% | -12.2% | +67.3% | +62.0% |
| 1Y | +58.6% | -12.7% | +71.3% | +66.2% |
| 3Y | +21.3% | +14.3% | +7.0% | +12.1% |
| 5Y | +276.2% | +19.3% | +256.9% | +234.9% |
| All | +301.7% | +277.7% | +24.0% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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