-1.4%
BDX vs ELF
+230.6%
-232.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 6M | +10.8% | +29.7% | -18.9% | +9.3% |
| YTD | +20.1% | +31.6% | -11.5% | +18.4% |
| 1Y | +23.1% | -27.9% | +51.0% | +22.8% |
| 3Y | -8.8% | -26.4% | +17.6% | -11.1% |
| 5Y | -1.4% | +235.6% | -237.0% | -17.2% |
| All | -1.4% | +230.6% | -232.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling