-44.0%
BTDR vs ELF
+342.5%
-386.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.9% | -12.6% | -9.8% |
| 7D | -6.9% | +1.6% | -8.5% | -7.2% |
| 30D | -31.5% | +9.1% | -40.6% | -32.9% |
| 3M | -36.1% | +28.2% | -64.2% | -39.9% |
| 6M | -57.6% | +119.5% | -177.2% | -65.6% |
| YTD | -50.0% | +55.2% | -105.2% | -56.3% |
| 1Y | -49.6% | +58.6% | -108.2% | -56.1% |
| 3Y | +48.5% | +21.3% | +27.3% | +39.9% |
| 5Y | -43.8% | +276.2% | -320.0% | -47.2% |
| All | -44.0% | +342.5% | -386.5% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling