+251.7%
BAC vs ELF
+354.8%
-103.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.9% |
| 7D | +2.0% | +7.8% | -5.9% | +0.9% |
| 30D | -6.9% | +9.3% | -16.2% | -8.1% |
| 3M | -19.6% | +21.2% | -40.7% | -21.9% |
| 6M | -0.5% | +96.1% | -96.6% | -10.5% |
| YTD | -6.6% | +57.0% | -63.6% | -14.0% |
| 1Y | -3.0% | +61.9% | -64.8% | -11.2% |
| 3Y | +97.3% | +20.0% | +77.3% | +70.9% |
| 5Y | +21.9% | +284.8% | -262.9% | -20.2% |
| 10Y | +251.7% | +364.2% | -112.6% | +101.4% |
| All | +251.7% | +354.8% | -103.2% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling