+635.8%
BX vs ELF
+332.6%
+303.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +0.6% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +14.2% | +9.1% | +5.1% | +12.2% |
| 3M | -18.7% | +28.2% | -46.9% | -22.8% |
| 6M | +2.5% | +119.5% | -117.1% | -13.2% |
| YTD | -18.8% | +55.2% | -74.0% | -27.3% |
| 1Y | -10.3% | +58.6% | -68.9% | -20.2% |
| 3Y | +35.4% | +21.3% | +14.1% | +12.9% |
| 5Y | +0.3% | +276.2% | -276.0% | -39.5% |
| All | +635.8% | +332.6% | +303.2% | +264.0% |
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 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