+35.4%
BX vs ELF
+24.2%
+11.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +0.8% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +14.2% | +9.1% | +5.1% | +12.8% |
| 3M | -18.7% | +28.2% | -46.9% | -21.7% |
| 6M | +2.5% | +119.5% | -117.1% | -9.2% |
| YTD | -18.8% | +55.2% | -74.0% | -25.0% |
| 1Y | -10.3% | +58.6% | -68.9% | -17.6% |
| 3Y | +35.4% | +21.3% | +14.1% | 0.0% |
| All | +35.4% | +24.2% | +11.2% | 0.0% |
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 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