+173.2%
BKR vs ELF
+213.8%
-40.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.3% | -6.4% |
| 7D | -6.7% | -10.8% | +4.2% | -6.0% |
| 30D | -8.3% | +0.8% | -9.2% | -8.4% |
| 3M | -5.4% | +64.8% | -70.2% | -8.6% |
| 6M | +0.8% | +19.0% | -18.2% | -0.6% |
| YTD | +31.8% | +25.9% | +5.9% | +29.1% |
| 1Y | +28.6% | -28.8% | +57.3% | +29.9% |
| 3Y | +71.2% | -29.6% | +100.8% | +64.8% |
| All | +173.2% | +213.8% | -40.6% | +140.3% |
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