+286.2%
ELF vs BBAI
-70.8%
+357.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -1.2% | -1.0% | -0.1% | -1.1% |
| 30D | +5.9% | -10.7% | +16.6% | +6.3% |
| 3M | +99.5% | -32.3% | +131.8% | +101.6% |
| 6M | +26.5% | -31.3% | +57.8% | +27.6% |
| YTD | +37.2% | -45.9% | +83.1% | +39.0% |
| 1Y | -24.4% | -40.0% | +15.6% | -23.7% |
| 3Y | -23.3% | +72.8% | -96.1% | -26.8% |
| 5Y | +245.2% | -70.4% | +315.5% | +219.6% |
| All | +286.2% | -70.8% | +357.0% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling