+313.8%
ELF vs BURL
+217.2%
+96.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | +5.4% | -2.8% | +8.1% | +6.2% |
| 30D | +27.0% | -28.2% | +55.1% | +41.4% |
| 3M | +113.2% | -17.6% | +130.8% | +126.6% |
| 6M | +36.6% | -11.8% | +48.4% | +41.2% |
| YTD | +44.2% | -8.1% | +52.4% | +47.2% |
| 1Y | -18.0% | -12.0% | -6.0% | -15.7% |
| 3Y | -19.9% | +63.3% | -83.2% | -33.6% |
| 5Y | +257.7% | -10.8% | +268.5% | +240.8% |
| All | +313.8% | +217.2% | +96.7% | +205.8% |
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