+338.3%
ELF vs BLDR
+430.9%
-92.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +25.8% | -13.7% | +39.6% | +31.2% |
| 6M | +89.1% | -21.9% | +110.9% | +101.6% |
| YTD | +52.7% | -39.2% | +92.0% | +76.9% |
| 1Y | +51.7% | -42.6% | +94.4% | +79.0% |
| 3Y | +14.2% | -50.2% | +64.4% | +37.4% |
| 5Y | +270.7% | -7.0% | +277.7% | +247.2% |
| 10Y | +341.9% | +584.2% | -242.3% | +121.5% |
| All | +338.3% | +430.9% | -92.6% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling