+23.8%
BTDR vs ELF
+311.4%
-287.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.4% |
| 7D | +20.0% | +5.4% | +14.6% | +18.4% |
| 30D | +11.9% | +27.0% | -15.0% | +5.2% |
| 3M | -36.9% | +113.2% | -150.1% | -48.4% |
| 6M | +56.5% | +36.6% | +19.9% | +42.8% |
| YTD | +10.4% | +44.2% | -33.8% | -1.7% |
| 1Y | +3.1% | -18.0% | +21.1% | +3.3% |
| 3Y | -2.6% | -19.9% | +17.3% | -7.6% |
| 5Y | +25.2% | +257.7% | -232.5% | +19.6% |
| All | +23.8% | +311.4% | -287.6% | +19.6% |
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 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