-26.1%
ELF vs BTSG
+459.6%
-485.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.8% | +5.4% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | +10.6% | +5.3% | +5.3% | +9.6% |
| 3M | +25.8% | +10.8% | +15.0% | +23.4% |
| 6M | +89.1% | +27.3% | +61.7% | +79.4% |
| YTD | +52.7% | +79.3% | -26.6% | +35.4% |
| 1Y | +51.7% | +106.0% | -54.2% | +31.2% |
| All | -26.1% | +459.6% | -485.7% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling