+54.4%
BDX vs ELF
+357.0%
-302.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -2.5% | +5.4% | -7.9% | -2.7% |
| 30D | +8.3% | +27.0% | -18.7% | +7.1% |
| 3M | +24.4% | +113.2% | -88.8% | +20.4% |
| 6M | +9.2% | +36.6% | -27.4% | +7.4% |
| YTD | +22.7% | +44.2% | -21.5% | +20.3% |
| 1Y | +25.9% | -18.0% | +43.9% | +25.4% |
| 3Y | -10.5% | -19.9% | +9.5% | -12.5% |
| 5Y | +1.9% | +257.7% | -255.8% | -8.6% |
| All | +54.4% | +357.0% | -302.5% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling