+364.2%
ELF vs BAH
+218.8%
+145.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.3% |
| 7D | +7.8% | -1.5% | +9.3% | +8.2% |
| 30D | +9.3% | +17.3% | -8.0% | +4.0% |
| 3M | +21.2% | +14.9% | +6.3% | +15.6% |
| 6M | +96.1% | +14.2% | +81.9% | +86.1% |
| YTD | +57.0% | +5.1% | +51.8% | +51.3% |
| 1Y | +61.9% | +2.1% | +59.8% | +57.0% |
| 3Y | +20.0% | -26.0% | +46.0% | +23.8% |
| 5Y | +284.8% | +9.0% | +275.8% | +237.7% |
| 10Y | +364.2% | +208.8% | +155.4% | +169.8% |
| All | +364.2% | +218.8% | +145.4% | +169.8% |
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