-9.0%
BDX vs ELF
-27.2%
+18.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.1% |
| 7D | -3.6% | -6.8% | +3.2% | -3.3% |
| 30D | +0.7% | +5.1% | -4.4% | +0.5% |
| 3M | +19.0% | +79.8% | -60.8% | +16.7% |
| 6M | +10.8% | +29.7% | -18.9% | +9.5% |
| YTD | +20.1% | +31.6% | -11.5% | +18.6% |
| 1Y | +23.1% | -27.9% | +51.0% | +22.3% |
| All | -9.0% | -27.2% | +18.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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