+18.8%
BX vs ELF
+230.6%
-211.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.8% |
| 7D | -5.7% | -6.8% | +1.1% | -4.3% |
| 30D | -8.9% | +5.1% | -14.0% | -9.9% |
| 3M | +8.4% | +79.8% | -71.4% | -4.6% |
| 6M | +18.9% | +29.7% | -10.8% | +11.2% |
| YTD | -13.6% | +31.6% | -45.2% | -20.2% |
| 1Y | -22.4% | -27.9% | +5.5% | -20.4% |
| 3Y | +26.0% | -26.4% | +52.4% | +12.1% |
| 5Y | +18.8% | +235.6% | -216.8% | -60.3% |
| All | +18.8% | +230.6% | -211.8% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling