+124.9%
BP vs ELF
+357.0%
-232.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +3.9% | +5.4% | -1.4% | +3.4% |
| 30D | +7.6% | +27.0% | -19.4% | +5.0% |
| 3M | +0.7% | +113.2% | -112.5% | -7.4% |
| 6M | +15.5% | +36.6% | -21.1% | +10.8% |
| YTD | +30.8% | +44.2% | -13.4% | +24.2% |
| 1Y | +34.3% | -18.0% | +52.3% | +34.1% |
| 3Y | +35.1% | -19.9% | +55.0% | +26.9% |
| 5Y | +126.8% | +257.7% | -130.9% | +60.0% |
| All | +124.9% | +357.0% | -232.0% | +34.5% |
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 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