+33.0%
BLK vs ELF
+217.5%
-184.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -3.3% | -11.6% | +8.3% | -1.7% |
| 30D | -6.5% | +4.6% | -11.2% | -7.2% |
| 3M | +6.7% | +59.7% | -53.0% | -0.5% |
| 6M | +14.7% | +21.2% | -6.5% | +10.6% |
| YTD | +2.5% | +27.4% | -24.9% | -2.4% |
| 1Y | -2.8% | -29.8% | +27.0% | -0.8% |
| 3Y | +65.9% | -28.5% | +94.3% | +53.8% |
| All | +33.0% | +217.5% | -184.5% | -32.4% |
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