+265.7%
ELF vs BRKR
+147.1%
+118.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -11.6% | -8.7% | -3.0% | -8.8% |
| 30D | +4.6% | -9.9% | +14.5% | +8.3% |
| 3M | +59.7% | -3.1% | +62.8% | +56.1% |
| 6M | +21.2% | +45.5% | -24.3% | -0.8% |
| YTD | +27.4% | +13.7% | +13.8% | +14.2% |
| 1Y | -29.8% | +67.4% | -97.2% | -46.5% |
| 3Y | -28.5% | -13.2% | -15.2% | -32.2% |
| 5Y | +220.0% | -39.5% | +259.5% | +238.6% |
| All | +265.7% | +147.1% | +118.6% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling