+216.2%
ELF vs BRO
+17.6%
+198.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -10.8% | -8.6% | -2.3% | -7.5% |
| 30D | +0.8% | -6.9% | +7.7% | +3.7% |
| 3M | +64.8% | +10.5% | +54.3% | +57.3% |
| 6M | +19.0% | -2.8% | +21.7% | +19.3% |
| YTD | +25.9% | -16.1% | +42.1% | +34.1% |
| 1Y | -28.8% | -27.6% | -1.2% | -19.8% |
| 3Y | -29.6% | -7.3% | -22.3% | -33.4% |
| 5Y | +216.2% | +19.0% | +197.3% | +149.2% |
| All | +216.2% | +17.6% | +198.6% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling