+3.1%
BTDR vs ELF
-17.5%
+20.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.3% |
| 7D | +20.0% | +5.4% | +14.6% | +18.2% |
| 30D | +11.9% | +27.0% | -15.0% | +4.8% |
| 3M | -36.9% | +113.2% | -150.1% | -48.9% |
| 6M | +56.5% | +36.6% | +19.9% | +39.5% |
| YTD | +10.4% | +44.2% | -33.8% | -3.6% |
| 1Y | +3.1% | -18.0% | +21.1% | +9.9% |
| All | +3.1% | -17.5% | +20.6% | +9.9% |
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