-27.9%
ELF vs BLDR
-58.0%
+30.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.4% |
| 7D | -6.8% | -2.7% | -4.1% | -5.8% |
| 30D | +5.1% | -14.7% | +19.8% | +10.8% |
| 3M | +79.8% | -20.8% | +100.6% | +91.8% |
| 6M | +29.7% | -35.3% | +65.1% | +48.9% |
| YTD | +31.6% | -40.3% | +71.9% | +52.9% |
| 1Y | -27.9% | -56.3% | +28.4% | -5.1% |
| All | -27.9% | -58.0% | +30.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling