+116.3%
ELF vs BTSG
+25.7%
+90.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.4% |
| 7D | +7.8% | +4.4% | +3.5% | +7.4% |
| 30D | +9.3% | +8.5% | +0.8% | +8.5% |
| 3M | +21.2% | +10.8% | +10.4% | +20.2% |
| All | +116.3% | +25.7% | +90.5% | +91.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling