+87.4%
BAC vs ELF
+18.9%
+68.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.1% |
| 7D | -1.2% | +4.0% | -5.2% | -1.5% |
| 30D | -7.7% | +10.6% | -18.2% | -8.3% |
| 3M | -21.2% | +25.8% | -47.0% | -22.6% |
| 6M | -6.8% | +89.1% | -95.9% | -11.7% |
| YTD | -8.7% | +52.7% | -61.4% | -12.3% |
| 1Y | -5.3% | +51.7% | -57.0% | -9.1% |
| 3Y | +87.4% | +14.2% | +73.2% | +53.6% |
| All | +87.4% | +18.9% | +68.5% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling