-10.6%
BA vs ELF
+48.3%
-58.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | +4.3% | -5.6% | -1.7% |
| 30D | -7.9% | +7.7% | -15.6% | -8.4% |
| 3M | -25.2% | +24.7% | -49.9% | -26.3% |
| 6M | -26.7% | +114.6% | -141.4% | -30.9% |
| YTD | -19.6% | +55.8% | -75.4% | -21.5% |
| 1Y | -10.6% | +51.9% | -62.5% | -12.8% |
| All | -10.6% | +48.3% | -58.9% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling