+20.0%
ELF vs BR
+13.8%
+6.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.4% |
| 7D | +7.8% | +4.4% | +3.4% | +5.9% |
| 30D | +9.3% | +16.3% | -7.0% | +2.8% |
| 3M | +21.2% | +16.2% | +4.9% | +13.8% |
| 6M | +96.1% | +30.3% | +65.8% | +75.2% |
| YTD | +57.0% | -12.2% | +69.2% | +68.0% |
| 1Y | +61.9% | -11.3% | +73.1% | +72.3% |
| 3Y | +20.0% | +15.2% | +4.8% | +3.6% |
| All | +20.0% | +13.8% | +6.2% | +3.6% |
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 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