-27.9%
ELF vs BR
-31.7%
+3.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | -6.8% | -5.0% | -1.8% | -5.6% |
| 30D | +5.1% | -2.5% | +7.5% | +5.7% |
| 3M | +79.8% | +13.5% | +66.3% | +74.0% |
| 6M | +29.7% | -9.4% | +39.1% | +30.8% |
| YTD | +31.6% | -23.3% | +54.9% | +38.4% |
| 1Y | -27.9% | -31.6% | +3.7% | -17.6% |
| All | -27.9% | -31.7% | +3.8% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling