+103.9%
BP vs ELF
+266.1%
-162.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.5% |
| 7D | -11.6% | +4.0% | -15.6% | -11.7% |
| 30D | 0.0% | +10.6% | -10.5% | -0.2% |
| 3M | +6.7% | +25.8% | -19.1% | +6.0% |
| 6M | +2.2% | +89.1% | -86.9% | -0.2% |
| YTD | +33.0% | +52.7% | -19.8% | +30.7% |
| 1Y | +30.7% | +51.7% | -21.0% | +28.4% |
| 3Y | +44.2% | +14.2% | +30.0% | +37.1% |
| All | +103.9% | +266.1% | -162.2% | +73.5% |
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 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