+135.8%
BP vs ELF
+239.6%
-103.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.6% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +9.1% | +5.9% | +3.2% | +8.9% |
| 3M | +3.9% | +99.5% | -95.6% | +1.2% |
| 6M | +13.6% | +26.5% | -12.9% | +12.6% |
| YTD | +34.0% | +37.2% | -3.2% | +32.0% |
| 1Y | +39.2% | -24.4% | +63.6% | +40.2% |
| 3Y | +36.4% | -23.3% | +59.7% | +31.4% |
| 5Y | +135.8% | +245.2% | -109.4% | +95.7% |
| All | +135.8% | +239.6% | -103.8% | +95.7% |
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 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