+215.9%
ELF vs BRKR
-39.7%
+255.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -11.6% | -8.7% | -3.0% | -9.0% |
| 30D | +4.6% | -9.9% | +14.5% | +8.1% |
| 3M | +59.7% | -3.1% | +62.8% | +56.0% |
| 6M | +21.2% | +45.5% | -24.3% | -0.9% |
| YTD | +27.4% | +13.7% | +13.8% | +14.3% |
| 1Y | -29.8% | +67.4% | -97.2% | -46.6% |
| 3Y | -28.5% | -13.2% | -15.2% | -31.8% |
| All | +215.9% | -39.7% | +255.6% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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