+71.4%
BAC vs ELF
+259.0%
-187.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +1.1% | +5.4% | -4.3% | +0.5% |
| 30D | -0.4% | +27.0% | -27.4% | -3.0% |
| 3M | +16.9% | +113.2% | -96.3% | +7.4% |
| 6M | +26.6% | +36.6% | -10.0% | +21.6% |
| YTD | +15.8% | +44.2% | -28.4% | +10.1% |
| 1Y | +27.2% | -18.0% | +45.2% | +27.0% |
| 3Y | +132.4% | -19.9% | +152.3% | +115.2% |
| All | +71.4% | +259.0% | -187.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling