+20.0%
ELF vs BAH
-26.0%
+46.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.5% |
| 7D | +7.8% | -1.5% | +9.3% | +8.0% |
| 30D | +9.3% | +17.3% | -8.0% | +5.8% |
| 3M | +21.2% | +14.9% | +6.3% | +17.5% |
| 6M | +96.1% | +14.2% | +81.9% | +90.0% |
| YTD | +57.0% | +5.1% | +51.8% | +53.8% |
| 1Y | +61.9% | +2.1% | +59.8% | +59.2% |
| 3Y | +20.0% | -26.0% | +46.0% | +21.8% |
| All | +20.0% | -26.0% | +46.0% | +21.8% |
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 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