+42.5%
EL vs FND
+61.4%
-18.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.3% |
| 7D | +2.7% | -5.1% | +7.8% | +4.3% |
| 30D | +10.8% | +9.2% | +1.6% | +7.5% |
| 3M | +26.5% | -17.7% | +44.2% | +33.7% |
| 6M | +31.1% | +2.5% | +28.7% | +28.3% |
| YTD | +6.6% | -19.8% | +26.4% | +12.4% |
| 1Y | +21.8% | -22.7% | +44.5% | +29.5% |
| 3Y | +1.8% | -38.3% | +40.1% | +13.2% |
| 5Y | -65.6% | -63.0% | -2.6% | -58.3% |
| All | +42.5% | +61.4% | -18.9% | +18.9% |
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