+28.1%
BA vs ELF
+354.8%
-326.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.1% |
| 7D | -1.7% | +7.8% | -9.6% | -3.2% |
| 30D | -9.5% | +9.3% | -18.7% | -11.2% |
| 3M | -26.5% | +21.2% | -47.6% | -29.6% |
| 6M | -27.4% | +96.1% | -123.5% | -37.8% |
| YTD | -20.6% | +57.0% | -77.6% | -29.7% |
| 1Y | -11.4% | +61.9% | -73.3% | -22.4% |
| 3Y | -10.8% | +20.0% | -30.8% | -29.0% |
| 5Y | -21.9% | +284.8% | -306.7% | -60.0% |
| 10Y | +28.1% | +364.2% | -336.1% | -49.8% |
| All | +28.1% | +354.8% | -326.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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