-39.9%
BAX vs ELF
+334.6%
-374.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.3% |
| 7D | -2.4% | -1.2% | -1.3% | -2.3% |
| 30D | -9.7% | +5.9% | -15.6% | -10.2% |
| 3M | +29.3% | +99.5% | -70.3% | +21.5% |
| 6M | +40.7% | +26.5% | +14.1% | +36.9% |
| YTD | +30.3% | +37.2% | -6.9% | +25.7% |
| 1Y | +3.4% | -24.4% | +27.8% | +3.7% |
| 3Y | -32.0% | -23.3% | -8.7% | -34.5% |
| 5Y | -66.9% | +245.2% | -312.0% | -72.5% |
| All | -39.9% | +334.6% | -374.5% | -53.9% |
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