+130.4%
BP vs ELF
+334.6%
-204.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.9% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +9.1% | +5.9% | +3.2% | +8.4% |
| 3M | +3.9% | +99.5% | -95.6% | -3.8% |
| 6M | +13.6% | +26.5% | -12.9% | +9.9% |
| YTD | +34.0% | +37.2% | -3.2% | +27.8% |
| 1Y | +39.2% | -24.4% | +63.6% | +40.1% |
| 3Y | +36.4% | -23.3% | +59.7% | +28.7% |
| 5Y | +135.8% | +245.2% | -109.4% | +66.7% |
| All | +130.4% | +334.6% | -204.2% | +38.4% |
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 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