-33.9%
BAX vs ELF
+354.8%
-388.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.2% |
| 7D | +9.0% | +7.8% | +1.2% | +8.3% |
| 30D | +8.5% | +9.3% | -0.8% | +7.6% |
| 3M | -4.1% | +21.2% | -25.3% | -5.8% |
| 6M | +46.9% | +96.1% | -49.2% | +38.1% |
| YTD | +38.4% | +57.0% | -18.6% | +31.9% |
| 1Y | +47.0% | +61.9% | -14.8% | +39.7% |
| 3Y | -14.9% | +20.0% | -35.0% | -20.8% |
| 5Y | -62.5% | +284.8% | -347.3% | -69.0% |
| 10Y | -33.9% | +364.2% | -398.1% | -49.2% |
| All | -33.9% | +354.8% | -388.7% | -49.2% |
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 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