-38.7%
BTDR vs ELF
+325.8%
-364.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.2% | -8.6% | -11.6% |
| 7D | +15.4% | +3.4% | +12.1% | +14.8% |
| 30D | -33.4% | +5.0% | -38.4% | -33.9% |
| 3M | -32.0% | +22.6% | -54.6% | -35.2% |
| 6M | -52.2% | +104.0% | -156.2% | -60.4% |
| YTD | -45.3% | +49.3% | -94.6% | -51.5% |
| 1Y | -56.0% | +46.0% | -102.1% | -60.8% |
| 3Y | +54.4% | +19.4% | +35.0% | +47.4% |
| 5Y | -38.5% | +262.0% | -300.5% | -41.5% |
| All | -38.7% | +325.8% | -364.5% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling