+714.7%
BX vs ELF
+357.0%
+357.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -4.4% | +5.4% | -9.7% | -5.4% |
| 30D | +0.1% | +27.0% | -26.9% | -4.7% |
| 3M | +16.0% | +113.2% | -97.2% | -0.9% |
| 6M | +21.6% | +36.6% | -15.0% | +12.7% |
| YTD | -8.9% | +44.2% | -53.1% | -17.1% |
| 1Y | -16.6% | -18.0% | +1.4% | -17.0% |
| 3Y | +43.3% | -19.9% | +63.3% | +30.7% |
| 5Y | +25.7% | +257.7% | -232.0% | -23.3% |
| All | +714.7% | +357.0% | +357.7% | +310.3% |
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 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