+341.4%
ELF vs BAH
+220.7%
+120.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +7.0% |
| 7D | +4.0% | -3.5% | +7.5% | +4.9% |
| 30D | +10.6% | +24.3% | -13.7% | +3.5% |
| 3M | +25.8% | +16.3% | +9.5% | +19.6% |
| 6M | +89.1% | +13.6% | +75.5% | +79.7% |
| YTD | +52.7% | +3.5% | +49.2% | +48.0% |
| 1Y | +51.7% | +2.7% | +49.0% | +46.8% |
| 3Y | +14.2% | -26.6% | +40.8% | +18.0% |
| 5Y | +270.7% | +8.5% | +262.2% | +226.0% |
| All | +341.4% | +220.7% | +120.7% | +171.5% |
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