+364.2%
ELF vs BLDR
+602.6%
-238.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +0.7% |
| 7D | +7.8% | -2.7% | +10.6% | +8.5% |
| 30D | +9.3% | +24.8% | -15.6% | -0.5% |
| 3M | +21.2% | -11.7% | +32.9% | +25.2% |
| 6M | +96.1% | -14.8% | +110.9% | +102.6% |
| YTD | +57.0% | -35.9% | +92.8% | +78.4% |
| 1Y | +61.9% | -39.7% | +101.6% | +87.7% |
| 3Y | +20.0% | -45.6% | +65.6% | +39.9% |
| 5Y | +284.8% | -2.5% | +287.3% | +253.2% |
| 10Y | +364.2% | +597.4% | -233.1% | +114.3% |
| All | +364.2% | +602.6% | -238.3% | +114.3% |
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