+8.0%
ELF vs BURL
+89.8%
-81.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.1% |
| 7D | -2.7% | +3.5% | -6.2% | -4.2% |
| 30D | +6.9% | -9.3% | +16.2% | +11.0% |
| 3M | +27.2% | -32.1% | +59.3% | +48.5% |
| 6M | +84.9% | -19.8% | +104.7% | +99.5% |
| YTD | +44.5% | -13.2% | +57.6% | +50.8% |
| 1Y | -6.8% | -7.8% | +1.1% | -5.9% |
| All | +8.0% | +89.8% | -81.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling