+277.7%
ELF vs BTG
+122.8%
+154.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.2% |
| 7D | -6.8% | +2.4% | -9.2% | -7.0% |
| 30D | +5.1% | +9.5% | -4.4% | +4.4% |
| 3M | +79.8% | +38.5% | +41.3% | +75.4% |
| 6M | +29.7% | +5.6% | +24.1% | +28.4% |
| YTD | +31.6% | +23.9% | +7.7% | +28.8% |
| 1Y | -27.9% | +32.1% | -60.0% | -29.7% |
| 3Y | -26.4% | +103.2% | -129.6% | -30.5% |
| 5Y | +235.6% | +79.7% | +155.9% | +216.2% |
| All | +277.7% | +122.8% | +154.8% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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