+27.4%
EL vs FND
+57.3%
-29.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +13.7% | -19.6% | +33.3% | +21.6% |
| 3M | +14.5% | -4.3% | +18.8% | +15.2% |
| 6M | +7.4% | -20.4% | +27.9% | +13.9% |
| YTD | -4.7% | -21.9% | +17.2% | +1.7% |
| 1Y | +12.9% | -45.2% | +58.1% | +33.5% |
| 3Y | -32.2% | -49.2% | +17.0% | -20.2% |
| 5Y | -68.4% | -61.8% | -6.6% | -61.8% |
| All | +27.4% | +57.3% | -29.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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