-36.3%
ELF vs BTSG
+416.6%
-452.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.9% |
| 7D | -6.8% | +2.9% | -9.7% | -7.2% |
| 30D | +5.1% | +0.9% | +4.2% | +4.8% |
| 3M | +79.8% | +1.6% | +78.2% | +77.6% |
| 6M | +29.7% | +46.8% | -17.1% | +19.5% |
| YTD | +31.6% | +65.5% | -33.9% | +18.4% |
| 1Y | -27.9% | +136.2% | -164.2% | -39.1% |
| All | -36.3% | +416.6% | -452.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling