+313.8%
ELF vs BTG
+125.6%
+188.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.2% |
| 7D | +5.4% | -0.9% | +6.2% | +5.4% |
| 30D | +27.0% | +36.8% | -9.9% | +24.0% |
| 3M | +113.2% | +23.1% | +90.1% | +109.5% |
| 6M | +36.6% | +3.5% | +33.1% | +35.4% |
| YTD | +44.2% | +25.5% | +18.7% | +41.0% |
| 1Y | -18.0% | +40.1% | -58.1% | -20.3% |
| 3Y | -19.9% | +101.1% | -121.0% | -24.3% |
| 5Y | +257.7% | +70.6% | +187.1% | +237.8% |
| All | +313.8% | +125.6% | +188.2% | +287.1% |
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 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