+313.8%
ELF vs BR
+194.7%
+119.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.5% |
| 7D | +5.4% | -5.3% | +10.6% | +7.7% |
| 30D | +27.0% | +6.4% | +20.5% | +23.5% |
| 3M | +113.2% | +13.6% | +99.6% | +101.3% |
| 6M | +36.6% | -6.7% | +43.3% | +39.8% |
| YTD | +44.2% | -21.1% | +65.3% | +57.9% |
| 1Y | -18.0% | -29.6% | +11.6% | -5.5% |
| 3Y | -19.9% | -2.4% | -17.6% | -20.8% |
| 5Y | +257.7% | +11.2% | +246.5% | +228.4% |
| All | +313.8% | +194.7% | +119.2% | +163.0% |
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