+128.6%
BP vs ELF
+383.9%
-255.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.9% |
| 7D | -11.6% | +4.0% | -15.6% | -12.0% |
| 30D | 0.0% | +10.6% | -10.5% | -1.0% |
| 3M | +6.7% | +25.8% | -19.1% | +4.0% |
| 6M | +2.2% | +89.1% | -86.9% | -5.1% |
| YTD | +33.0% | +52.7% | -19.8% | +25.4% |
| 1Y | +30.7% | +51.7% | -21.0% | +23.1% |
| 3Y | +44.2% | +14.2% | +30.0% | +29.1% |
| 5Y | +105.1% | +270.7% | -165.6% | +44.6% |
| 10Y | +133.5% | +341.9% | -208.4% | +38.6% |
| All | +128.6% | +383.9% | -255.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling