-33.6%
ELF vs BTSG
+421.3%
-455.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -5.4% |
| 7D | -1.2% | +5.7% | -6.9% | -2.1% |
| 30D | +5.9% | +0.2% | +5.7% | +5.7% |
| 3M | +99.5% | +5.6% | +93.9% | +95.8% |
| 6M | +26.5% | +50.8% | -24.3% | +16.0% |
| YTD | +37.2% | +67.0% | -29.9% | +23.2% |
| 1Y | -24.4% | +145.5% | -169.9% | -36.5% |
| All | -33.6% | +421.3% | -455.0% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling