+135.1%
BKR vs ELF
+317.0%
-181.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.1% |
| 7D | -1.5% | -6.8% | +5.2% | -0.6% |
| 30D | -0.7% | +5.1% | -5.8% | -1.5% |
| 3M | +0.5% | +79.8% | -79.3% | -8.2% |
| 6M | +6.6% | +29.7% | -23.1% | +1.5% |
| YTD | +41.3% | +31.6% | +9.6% | +33.4% |
| 1Y | +42.2% | -27.9% | +70.1% | +44.4% |
| 3Y | +83.4% | -26.4% | +109.9% | +71.6% |
| 5Y | +203.6% | +235.6% | -32.0% | +96.9% |
| All | +135.1% | +317.0% | -181.9% | +27.2% |
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 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