+118.2%
BKR vs ELF
+303.8%
-185.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -7.0% | -11.6% | +4.6% | -5.4% |
| 30D | -8.1% | +4.6% | -12.8% | -8.8% |
| 3M | -6.6% | +59.7% | -66.3% | -13.2% |
| 6M | +0.9% | +21.2% | -20.4% | -3.0% |
| YTD | +31.1% | +27.4% | +3.6% | +24.4% |
| 1Y | +27.7% | -29.8% | +57.5% | +30.3% |
| 3Y | +71.2% | -28.5% | +99.7% | +60.8% |
| 5Y | +177.6% | +220.0% | -42.4% | +81.6% |
| All | +118.2% | +303.8% | -185.6% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling