+350.4%
ELF vs BTG
+129.3%
+221.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.4% |
| 7D | +7.8% | +19.1% | -11.2% | +6.4% |
| 30D | +9.3% | +8.2% | +1.1% | +8.5% |
| 3M | +21.2% | +13.3% | +7.8% | +19.9% |
| 6M | +96.1% | +8.1% | +88.0% | +93.9% |
| YTD | +57.0% | +27.5% | +29.4% | +53.1% |
| 1Y | +61.9% | +47.1% | +14.8% | +56.6% |
| 3Y | +20.0% | +105.8% | -85.8% | +13.1% |
| 5Y | +284.8% | +55.8% | +228.9% | +264.7% |
| 10Y | +364.2% | +161.8% | +202.4% | +324.3% |
| All | +350.4% | +129.3% | +221.1% | +320.2% |
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