+275.1%
ELF vs BAH
+8.3%
+266.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +6.7% |
| 7D | +4.0% | -3.5% | +7.5% | +4.7% |
| 30D | +10.6% | +24.3% | -13.7% | +5.1% |
| 3M | +25.8% | +16.3% | +9.5% | +21.0% |
| 6M | +89.1% | +13.6% | +75.5% | +82.0% |
| YTD | +52.7% | +3.5% | +49.2% | +49.4% |
| 1Y | +51.7% | +2.7% | +49.0% | +48.2% |
| 3Y | +14.2% | -26.6% | +40.8% | +16.6% |
| All | +275.1% | +8.3% | +266.9% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling