+314.5%
ELF vs BAH
+245.9%
+68.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | -2.7% | +6.0% | -8.8% | -4.4% |
| 30D | +6.9% | +31.1% | -24.2% | -1.3% |
| 3M | +27.2% | +25.2% | +2.0% | +18.6% |
| 6M | +84.9% | +18.9% | +66.0% | +73.8% |
| YTD | +44.5% | +8.3% | +36.2% | +38.4% |
| 1Y | -6.8% | +6.2% | -13.0% | -10.3% |
| 3Y | +14.2% | -22.8% | +37.0% | +16.4% |
| 5Y | +250.6% | +13.6% | +237.0% | +205.6% |
| 10Y | +318.0% | +240.2% | +77.8% | +177.6% |
| All | +314.5% | +245.9% | +68.6% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling