+132.2%
BP vs ELF
+335.2%
-203.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -6.3% | +6.3% | -12.6% | -6.9% |
| 30D | -3.6% | +8.5% | -12.1% | -4.4% |
| 3M | +5.2% | +24.4% | -19.2% | +2.8% |
| 6M | +5.3% | +94.7% | -89.4% | -2.5% |
| YTD | +33.1% | +55.9% | -22.7% | +25.3% |
| 1Y | +26.3% | +48.4% | -22.1% | +19.4% |
| 3Y | +47.5% | +24.6% | +22.9% | +30.5% |
| 5Y | +106.2% | +285.0% | -178.9% | +44.3% |
| All | +132.2% | +335.2% | -203.1% | +39.7% |
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