+18.4%
BTDR vs ELF
-27.2%
+45.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.2% |
| 7D | +14.8% | -6.8% | +21.6% | +17.7% |
| 30D | +41.8% | +5.1% | +36.7% | +39.2% |
| 3M | -29.2% | +79.8% | -109.0% | -43.1% |
| 6M | +66.2% | +29.7% | +36.5% | +49.4% |
| YTD | +10.0% | +31.6% | -21.6% | -3.6% |
| 1Y | -11.0% | -27.9% | +16.9% | -5.9% |
| All | +18.4% | -27.2% | +45.6% | +0.2% |
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