-18.3%
BTDR vs ELF
-29.1%
+10.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -5.2% |
| 7D | -3.2% | -10.8% | +7.7% | +0.1% |
| 30D | +32.7% | +0.8% | +31.9% | +32.5% |
| 3M | -28.4% | +64.8% | -93.1% | -37.2% |
| 6M | +51.7% | +19.0% | +32.7% | +40.9% |
| YTD | +2.9% | +25.9% | -23.1% | -6.5% |
| All | -18.3% | -29.1% | +10.8% | -9.8% |
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 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