+338.3%
ELF vs BR
+224.5%
+113.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.5% |
| 7D | +4.0% | +6.5% | -2.5% | +1.1% |
| 30D | +10.6% | +18.9% | -8.3% | +2.6% |
| 3M | +25.8% | +16.3% | +9.5% | +17.6% |
| 6M | +89.1% | +26.2% | +62.9% | +69.9% |
| YTD | +52.7% | -13.1% | +65.8% | +60.2% |
| 1Y | +51.7% | -10.5% | +62.2% | +57.0% |
| 3Y | +14.2% | +13.3% | +0.9% | +5.8% |
| 5Y | +270.7% | +19.9% | +250.8% | +229.2% |
| 10Y | +341.9% | +254.2% | +87.7% | +147.9% |
| All | +338.3% | +224.5% | +113.7% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling