+293.6%
ELF vs BRO
+292.5%
+1.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -2.7% |
| 7D | -1.2% | -5.4% | +4.2% | +1.6% |
| 30D | +5.9% | -4.3% | +10.2% | +8.2% |
| 3M | +99.5% | +17.8% | +81.7% | +82.6% |
| 6M | +26.5% | -6.8% | +33.3% | +29.5% |
| YTD | +37.2% | -13.8% | +51.0% | +45.9% |
| 1Y | -24.4% | -27.8% | +3.4% | -12.5% |
| 3Y | -23.3% | -4.7% | -18.6% | -27.1% |
| 5Y | +245.2% | +20.6% | +224.5% | +178.2% |
| All | +293.6% | +292.5% | +1.1% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling