+21.8%
ELF vs BWA
+65.2%
-43.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | +4.3% | +1.7% | +2.5% | +3.6% |
| 30D | +7.7% | -14.6% | +22.4% | +13.4% |
| 3M | +24.7% | -26.2% | +50.9% | +37.5% |
| 6M | +114.6% | -18.4% | +133.1% | +124.6% |
| YTD | +55.8% | +14.7% | +41.1% | +33.0% |
| 1Y | +51.9% | +13.3% | +38.6% | +30.4% |
| All | +21.8% | +65.2% | -43.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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