+341.4%
ELF vs BLDR
+568.9%
-227.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.4% |
| 7D | +4.0% | -3.7% | +7.6% | +4.9% |
| 30D | +10.6% | +16.8% | -6.2% | +3.1% |
| 3M | +25.8% | -13.7% | +39.6% | +31.2% |
| 6M | +89.1% | -21.9% | +110.9% | +101.7% |
| YTD | +52.7% | -39.2% | +92.0% | +77.1% |
| 1Y | +51.7% | -42.6% | +94.4% | +79.2% |
| 3Y | +14.2% | -50.2% | +64.4% | +37.5% |
| 5Y | +270.7% | -7.0% | +277.7% | +246.3% |
| All | +341.4% | +568.9% | -227.4% | +104.8% |
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