-29.8%
ELF vs BRO
-27.7%
-2.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -11.6% | -7.3% | -4.3% | -9.8% |
| 30D | +4.6% | -6.9% | +11.5% | +6.6% |
| 3M | +59.7% | +10.7% | +49.0% | +55.1% |
| 6M | +21.2% | -2.7% | +23.9% | +20.0% |
| YTD | +27.4% | -16.3% | +43.8% | +28.2% |
| 1Y | -29.8% | -29.1% | -0.7% | -36.5% |
| All | -29.8% | -27.7% | -2.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling