+83.3%
BDX vs ELF
+391.6%
-308.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.9% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +15.4% | +9.1% | +6.3% | +15.0% |
| 3M | +20.5% | +28.2% | -7.6% | +19.2% |
| 6M | +53.2% | +119.5% | -66.4% | +48.0% |
| YTD | +45.7% | +55.2% | -9.5% | +42.3% |
| 1Y | +47.3% | +58.6% | -11.3% | +43.7% |
| 3Y | +25.1% | +21.3% | +3.8% | +20.0% |
| 5Y | +27.4% | +276.2% | -248.8% | +14.0% |
| 10Y | +95.4% | +337.0% | -241.6% | +65.5% |
| All | +83.3% | +391.6% | -308.3% | +55.1% |
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