+357.2%
ELF vs BAH
+210.6%
+146.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +6.3% | +0.5% | +5.8% | +6.0% |
| 30D | +8.5% | +18.2% | -9.7% | +3.0% |
| 3M | +24.4% | +13.1% | +11.4% | +19.3% |
| 6M | +94.7% | +15.2% | +79.5% | +84.4% |
| YTD | +55.9% | +6.0% | +49.9% | +49.9% |
| 1Y | +48.4% | +3.1% | +45.3% | +43.6% |
| 3Y | +24.6% | -26.2% | +50.8% | +28.8% |
| 5Y | +285.0% | +9.3% | +275.7% | +237.8% |
| 10Y | +357.2% | +212.3% | +144.9% | +165.5% |
| All | +357.2% | +210.6% | +146.6% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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