+42.9%
BA vs ELF
+383.9%
-341.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.6% |
| 7D | +1.1% | +4.0% | -2.9% | +0.3% |
| 30D | -7.9% | +10.6% | -18.5% | -9.9% |
| 3M | -25.3% | +25.8% | -51.1% | -29.0% |
| 6M | -24.6% | +89.1% | -113.6% | -34.8% |
| YTD | -20.1% | +52.7% | -72.9% | -28.8% |
| 1Y | -11.8% | +51.7% | -63.5% | -21.6% |
| 3Y | -10.1% | +14.2% | -24.4% | -27.4% |
| 5Y | -22.7% | +270.7% | -293.4% | -59.6% |
| 10Y | +35.1% | +341.9% | -306.9% | -46.3% |
| All | +42.9% | +383.9% | -341.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling