+8.0%
ELF vs BAH
-22.8%
+30.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.5% |
| 7D | -2.7% | +6.0% | -8.8% | -3.8% |
| 30D | +6.9% | +31.1% | -24.2% | +1.5% |
| 3M | +27.2% | +25.2% | +2.0% | +21.5% |
| 6M | +84.9% | +18.9% | +66.0% | +77.9% |
| YTD | +44.5% | +8.3% | +36.2% | +41.0% |
| 1Y | -6.8% | +6.2% | -13.0% | -8.8% |
| All | +8.0% | -22.8% | +30.9% | +9.9% |
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