+668.9%
BX vs ELF
+303.8%
+365.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -5.6% | -11.6% | +6.0% | -3.3% |
| 30D | -12.2% | +4.6% | -16.9% | -13.1% |
| 3M | +7.4% | +59.7% | -52.3% | -2.8% |
| 6M | +22.2% | +21.2% | +1.0% | +16.0% |
| YTD | -14.0% | +27.4% | -41.5% | -19.8% |
| 1Y | -27.3% | -29.8% | +2.5% | -25.3% |
| 3Y | +24.5% | -28.5% | +53.0% | +16.1% |
| 5Y | +18.9% | +220.0% | -201.2% | -25.9% |
| All | +668.9% | +303.8% | +365.1% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling