+142.2%
BP vs ELF
+332.6%
-190.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.5% |
| 7D | +3.8% | +1.6% | +2.2% | +3.6% |
| 30D | -5.3% | +9.1% | -14.4% | -6.2% |
| 3M | +9.3% | +28.2% | -18.9% | +6.3% |
| 6M | +7.2% | +119.5% | -112.3% | -1.9% |
| YTD | +38.0% | +55.2% | -17.1% | +29.9% |
| 1Y | +33.2% | +58.6% | -25.4% | +24.9% |
| 3Y | +50.3% | +21.3% | +29.0% | +33.4% |
| 5Y | +114.1% | +276.2% | -162.1% | +50.1% |
| All | +142.2% | +332.6% | -190.5% | +44.6% |
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