-69.4%
BTDR vs ELF
-3.2%
-66.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.2% |
| 7D | -17.6% | -1.5% | -16.0% | -17.1% |
| 30D | -40.3% | +9.5% | -49.8% | -41.8% |
| 3M | -42.6% | +29.4% | -72.0% | -46.4% |
| 6M | -46.3% | +83.7% | -130.0% | -54.4% |
| YTD | -41.7% | +49.4% | -91.2% | -49.4% |
| 1Y | -69.4% | -3.9% | -65.5% | -72.7% |
| All | -69.4% | -3.2% | -66.2% | -72.7% |
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 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