+58.6%
ELF vs BTG
+17.5%
+41.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +1.6% | -9.1% | +10.7% | +3.4% |
| 30D | +9.1% | -1.6% | +10.7% | +9.2% |
| 3M | +28.2% | -2.8% | +31.0% | +28.3% |
| 6M | +119.5% | -7.6% | +127.1% | +120.4% |
| YTD | +55.2% | +10.2% | +44.9% | +46.1% |
| 1Y | +58.6% | +21.3% | +37.3% | +40.4% |
| All | +58.6% | +17.5% | +41.1% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling