+23.4%
BA vs ELF
+316.3%
-293.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -0.9% |
| 7D | -0.6% | +3.4% | -3.9% | -1.3% |
| 30D | -8.0% | +5.0% | -13.0% | -9.0% |
| 3M | -25.8% | +22.6% | -48.4% | -29.1% |
| 6M | -27.6% | +104.0% | -131.5% | -38.4% |
| YTD | -21.0% | +49.3% | -70.3% | -29.3% |
| 1Y | -12.3% | +46.0% | -58.3% | -21.4% |
| 3Y | -12.8% | +19.4% | -32.2% | -30.7% |
| 5Y | -22.4% | +262.0% | -284.4% | -59.7% |
| All | +23.4% | +316.3% | -293.0% | -51.4% |
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