+301.7%
ELF vs BLDR
+479.0%
-177.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | +9.1% | +20.1% | -11.0% | +0.7% |
| 3M | +28.2% | -17.5% | +45.7% | +35.8% |
| 6M | +119.5% | -16.1% | +135.6% | +127.7% |
| YTD | +55.2% | -41.0% | +96.2% | +81.8% |
| 1Y | +58.6% | -41.6% | +100.2% | +86.0% |
| 3Y | +21.3% | -50.8% | +72.1% | +46.8% |
| 5Y | +276.2% | -10.8% | +287.0% | +256.6% |
| All | +301.7% | +479.0% | -177.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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