-4.6%
BA vs ELF
-19.9%
+15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +0.8% |
| 30D | -11.6% | +27.0% | -38.6% | -13.2% |
| 3M | -2.4% | +113.2% | -115.6% | -7.9% |
| 6M | -6.6% | +36.6% | -43.2% | -9.2% |
| YTD | -2.2% | +44.2% | -46.5% | -5.6% |
| 1Y | -8.0% | -18.0% | +10.0% | -8.1% |
| All | -4.6% | -19.9% | +15.2% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling