-23.3%
ELF vs BTG
+101.2%
-124.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.6% |
| 7D | -1.2% | +4.8% | -6.0% | -1.7% |
| 30D | +5.9% | +8.3% | -2.4% | +4.9% |
| 3M | +99.5% | +32.3% | +67.2% | +93.0% |
| 6M | +26.5% | +3.0% | +23.6% | +24.8% |
| YTD | +37.2% | +21.9% | +15.3% | +33.2% |
| 1Y | -24.4% | +28.2% | -52.6% | -27.0% |
| 3Y | -23.3% | +99.9% | -123.2% | -27.1% |
| All | -23.3% | +101.2% | -124.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling