+296.0%
BAC vs ELF
+383.9%
-87.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.5% |
| 7D | -1.2% | +4.0% | -5.2% | -1.7% |
| 30D | -7.7% | +10.6% | -18.2% | -9.0% |
| 3M | -21.2% | +25.8% | -47.0% | -23.9% |
| 6M | -6.8% | +89.1% | -95.9% | -15.7% |
| YTD | -8.7% | +52.7% | -61.4% | -15.6% |
| 1Y | -5.3% | +51.7% | -57.0% | -12.5% |
| 3Y | +87.4% | +14.2% | +73.2% | +63.9% |
| 5Y | +18.9% | +270.7% | -251.8% | -21.2% |
| 10Y | +273.3% | +341.9% | -68.6% | +115.2% |
| All | +296.0% | +383.9% | -87.9% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling