-19.5%
ELF vs BAH
-32.2%
+12.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | +5.4% | -3.2% | +8.6% | +6.0% |
| 30D | +27.0% | +2.0% | +25.0% | +26.5% |
| 3M | +113.2% | -7.6% | +120.8% | +116.1% |
| 6M | +36.6% | -5.7% | +42.2% | +37.5% |
| YTD | +44.2% | -11.7% | +56.0% | +46.6% |
| 1Y | -18.0% | -27.4% | +9.4% | -13.8% |
| All | -19.5% | -32.2% | +12.7% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling