-65.8%
BAX vs ELF
+259.0%
-324.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -1.1% | +5.4% | -6.5% | -1.6% |
| 30D | -5.5% | +27.0% | -32.4% | -7.7% |
| 3M | +33.5% | +113.2% | -79.7% | +24.2% |
| 6M | +35.9% | +36.6% | -0.7% | +30.9% |
| YTD | +35.4% | +44.2% | -8.9% | +29.6% |
| 1Y | +9.8% | -18.0% | +27.7% | +9.0% |
| 3Y | -32.7% | -19.9% | -12.8% | -36.6% |
| All | -65.8% | +259.0% | -324.8% | -74.0% |
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