-0.9%
BA vs ELF
+259.0%
-259.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +1.2% | +5.4% | -4.2% | +0.5% |
| 30D | -11.6% | +27.0% | -38.6% | -14.5% |
| 3M | -2.4% | +113.2% | -115.6% | -12.2% |
| 6M | -6.6% | +36.6% | -43.2% | -11.2% |
| YTD | -2.2% | +44.2% | -46.5% | -8.2% |
| 1Y | -8.0% | -18.0% | +10.0% | -8.0% |
| 3Y | -5.0% | -19.9% | +14.9% | -13.7% |
| All | -0.9% | +259.0% | -259.9% | -58.2% |
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