-24.0%
ELF vs BTSG
+476.3%
-500.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.3% |
| 7D | +7.8% | +4.4% | +3.5% | +7.1% |
| 30D | +9.3% | +8.5% | +0.8% | +7.7% |
| 3M | +21.2% | +10.8% | +10.4% | +18.8% |
| 6M | +96.1% | +26.1% | +70.0% | +86.5% |
| YTD | +57.0% | +84.6% | -27.7% | +38.5% |
| 1Y | +61.9% | +108.7% | -46.8% | +39.7% |
| All | -24.0% | +476.3% | -500.3% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling