-23.1%
BA vs ELF
+76.3%
-99.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.4% |
| 7D | -0.1% | -2.7% | +2.7% | 0.0% |
| 30D | -9.1% | +6.9% | -16.0% | -9.3% |
| 3M | -28.2% | +27.2% | -55.4% | -28.4% |
| 6M | -23.1% | +84.9% | -108.0% | -24.5% |
| All | -23.1% | +76.3% | -99.4% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling