+277.7%
ELF vs BR
+186.5%
+91.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | -6.8% | -5.0% | -1.8% | -4.8% |
| 30D | +5.1% | -2.5% | +7.5% | +6.2% |
| 3M | +79.8% | +13.5% | +66.3% | +69.9% |
| 6M | +29.7% | -9.4% | +39.1% | +34.5% |
| YTD | +31.6% | -23.3% | +54.9% | +45.9% |
| 1Y | -27.9% | -31.6% | +3.7% | -15.9% |
| 3Y | -26.4% | -5.1% | -21.4% | -26.3% |
| 5Y | +235.6% | +8.2% | +227.4% | +212.0% |
| All | +277.7% | +186.5% | +91.1% | +143.0% |
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