-4.7%
BAC vs ELF
+45.6%
-50.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | 0.0% |
| 7D | +1.5% | +3.4% | -1.8% | +1.3% |
| 30D | -6.4% | +5.0% | -11.4% | -6.7% |
| 3M | -21.7% | +22.6% | -44.2% | -22.8% |
| 6M | +0.5% | +104.0% | -103.5% | -6.0% |
| YTD | -6.7% | +49.3% | -56.0% | -10.7% |
| 1Y | -4.7% | +46.0% | -50.7% | -8.6% |
| All | -4.7% | +45.6% | -50.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling