-19.5%
ELF vs BLDR
-55.3%
+35.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.1% |
| 7D | +5.4% | -2.8% | +8.2% | +6.5% |
| 30D | +27.0% | -13.3% | +40.3% | +33.9% |
| 3M | +113.2% | -12.3% | +125.5% | +120.9% |
| 6M | +36.6% | -31.5% | +68.0% | +55.9% |
| YTD | +44.2% | -36.1% | +80.3% | +67.8% |
| 1Y | -18.0% | -54.1% | +36.1% | +9.5% |
| All | -19.5% | -55.3% | +35.8% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling