+40.9%
BP vs ELF
-27.0%
+67.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.8% | +1.6% |
| 7D | +4.0% | -6.8% | +10.8% | +3.7% |
| 30D | +7.8% | +5.1% | +2.8% | +8.0% |
| 3M | +8.4% | +79.8% | -71.4% | +9.3% |
| 6M | +15.1% | +29.7% | -14.7% | +16.8% |
| YTD | +36.4% | +31.6% | +4.8% | +38.0% |
| 1Y | +40.9% | -27.9% | +68.8% | +43.5% |
| All | +40.9% | -27.0% | +67.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling