+48.5%
BTDR vs ELF
+24.2%
+24.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.9% | -12.6% | -10.3% |
| 7D | -6.9% | +1.6% | -8.5% | -7.4% |
| 30D | -31.5% | +9.1% | -40.6% | -33.5% |
| 3M | -36.1% | +28.2% | -64.2% | -41.8% |
| 6M | -57.6% | +119.5% | -177.2% | -69.1% |
| YTD | -50.0% | +55.2% | -105.2% | -59.3% |
| 1Y | -49.6% | +58.6% | -108.2% | -59.4% |
| 3Y | +48.5% | +21.3% | +27.3% | -26.6% |
| All | +48.5% | +24.2% | +24.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling