-21.0%
BA vs ELF
+284.1%
-305.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | 0.0% | +6.3% | -6.2% | -0.7% |
| 30D | -8.9% | +8.5% | -17.4% | -9.9% |
| 3M | -25.5% | +24.4% | -50.0% | -27.7% |
| 6M | -27.0% | +94.7% | -121.7% | -33.5% |
| YTD | -20.1% | +55.9% | -76.0% | -25.8% |
| 1Y | -11.0% | +48.4% | -59.4% | -16.9% |
| 3Y | -11.8% | +24.6% | -36.5% | -28.0% |
| All | -21.0% | +284.1% | -305.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling