+89.1%
ELF vs BLDR
-19.6%
+108.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.8% |
| 7D | +4.0% | -3.7% | +7.6% | +4.6% |
| 30D | +10.6% | +16.8% | -6.2% | +4.8% |
| 3M | +25.8% | -13.7% | +39.6% | +30.7% |
| 6M | +89.1% | -21.9% | +110.9% | +96.4% |
| All | +89.1% | -19.6% | +108.6% | +96.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling