-23.3%
ELF vs BR
-4.7%
-18.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.9% |
| 7D | -1.2% | -5.9% | +4.8% | +1.3% |
| 30D | +5.9% | +1.9% | +4.0% | +4.9% |
| 3M | +99.5% | +14.7% | +84.9% | +88.0% |
| 6M | +26.5% | -12.8% | +39.3% | +34.7% |
| YTD | +37.2% | -23.0% | +60.2% | +55.6% |
| 1Y | -24.4% | -31.7% | +7.3% | -8.2% |
| 3Y | -23.3% | -4.8% | -18.5% | -29.9% |
| All | -23.3% | -4.7% | -18.6% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling