-33.3%
BAX vs ELF
+316.3%
-349.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.9% |
| 7D | +0.4% | +3.4% | -3.0% | 0.0% |
| 30D | +3.4% | +5.0% | -1.5% | +3.0% |
| 3M | -4.5% | +22.6% | -27.0% | -6.2% |
| 6M | +44.0% | +104.0% | -60.0% | +34.8% |
| YTD | +34.9% | +49.3% | -14.4% | +29.1% |
| 1Y | +37.9% | +46.0% | -8.1% | +32.1% |
| 3Y | -17.1% | +19.4% | -36.5% | -22.8% |
| 5Y | -64.3% | +262.0% | -326.3% | -70.5% |
| All | -33.3% | +316.3% | -349.6% | -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