+328.8%
ELF vs BURL
+208.8%
+119.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | -0.7% |
| 7D | -1.5% | +10.4% | -12.0% | -4.9% |
| 30D | +9.5% | -4.9% | +14.5% | +11.2% |
| 3M | +29.4% | -29.8% | +59.1% | +44.7% |
| 6M | +83.7% | -16.5% | +100.2% | +92.7% |
| YTD | +49.4% | -10.5% | +60.0% | +53.4% |
| 1Y | -3.9% | -5.3% | +1.4% | -3.7% |
| 3Y | +18.2% | +95.1% | -76.9% | -7.1% |
| 5Y | +276.1% | -12.1% | +288.2% | +259.7% |
| 10Y | +332.4% | +273.2% | +59.2% | +213.3% |
| All | +328.8% | +208.8% | +119.9% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling