+215.9%
ELF vs BR
+8.0%
+207.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -11.6% | -3.0% | -8.7% | -10.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | +59.7% | +17.3% | +42.4% | +47.6% |
| 6M | +21.2% | -6.7% | +27.9% | +24.9% |
| YTD | +27.4% | -23.4% | +50.9% | +44.7% |
| 1Y | -29.8% | -32.7% | +2.9% | -14.4% |
| 3Y | -28.5% | -5.9% | -22.5% | -29.0% |
| All | +215.9% | +8.0% | +207.8% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling