+347.2%
ELF vs BR
+228.9%
+118.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.3% | +5.0% | +1.3% | +4.0% |
| 30D | +8.5% | +16.6% | -8.1% | +1.5% |
| 3M | +24.4% | +12.0% | +12.5% | +18.3% |
| 6M | +94.7% | +30.7% | +64.0% | +72.5% |
| YTD | +55.9% | -11.9% | +67.8% | +62.6% |
| 1Y | +48.4% | -11.6% | +60.0% | +54.5% |
| 3Y | +24.6% | +15.0% | +9.6% | +14.8% |
| 5Y | +285.0% | +18.1% | +266.9% | +243.7% |
| 10Y | +357.2% | +278.6% | +78.6% | +147.0% |
| All | +347.2% | +228.9% | +118.3% | +170.7% |
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