+347.0%
ELF vs BTG
+109.1%
+237.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | +7.7% | -1.1% | +8.9% | +7.7% |
| 3M | +24.7% | +2.5% | +22.2% | +24.3% |
| 6M | +114.6% | -3.1% | +117.7% | +114.0% |
| YTD | +55.8% | +16.3% | +39.5% | +53.0% |
| 1Y | +51.9% | +27.6% | +24.3% | +48.4% |
| 3Y | +24.6% | +89.5% | -65.0% | +18.1% |
| 5Y | +279.2% | +33.6% | +245.6% | +263.1% |
| 10Y | +338.7% | +178.2% | +160.5% | +294.8% |
| All | +347.0% | +109.1% | +237.9% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling