+269.3%
BLK vs ELF
+303.8%
-34.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -3.3% | -11.6% | +8.3% | -1.5% |
| 30D | -6.5% | +4.6% | -11.2% | -7.3% |
| 3M | +6.7% | +59.7% | -53.0% | -1.0% |
| 6M | +14.7% | +21.2% | -6.5% | +10.3% |
| YTD | +2.5% | +27.4% | -24.9% | -2.8% |
| 1Y | -2.8% | -29.8% | +27.0% | -0.8% |
| 3Y | +65.9% | -28.5% | +94.3% | +56.8% |
| 5Y | +33.0% | +220.0% | -187.1% | -8.4% |
| All | +269.3% | +303.8% | -34.5% | +118.6% |
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