+400.0%
BAC vs ELF
+334.6%
+65.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | +1.2% | -1.2% | +2.3% | +1.3% |
| 30D | -0.7% | +5.9% | -6.6% | -1.7% |
| 3M | +16.9% | +99.5% | -82.6% | +5.4% |
| 6M | +29.6% | +26.5% | +3.1% | +24.0% |
| YTD | +15.3% | +37.2% | -21.9% | +8.4% |
| 1Y | +28.8% | -24.4% | +53.2% | +29.8% |
| 3Y | +136.4% | -23.3% | +159.7% | +120.5% |
| 5Y | +72.9% | +245.2% | -172.3% | +15.5% |
| All | +400.0% | +334.6% | +65.3% | +193.0% |
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