+14.6%
EL vs FND
-45.0%
+59.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.4% |
| 3M | +14.5% | -4.3% | +18.8% | +14.9% |
| 6M | +7.4% | -20.4% | +27.9% | +17.7% |
| YTD | -4.7% | -21.9% | +17.2% | +6.4% |
| All | +14.6% | -45.0% | +59.6% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling