+3.8%
EL vs FND
-39.5%
+43.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | +1.5% | -6.8% | +8.4% | +4.5% |
| 30D | +10.0% | +8.0% | +2.0% | +5.9% |
| 3M | +28.4% | -18.9% | +47.3% | +39.3% |
| 6M | +37.1% | +4.7% | +32.4% | +30.9% |
| YTD | +7.8% | -21.6% | +29.4% | +16.8% |
| 1Y | +26.0% | -22.0% | +48.1% | +36.4% |
| 3Y | +3.8% | -40.4% | +44.3% | +2.6% |
| All | +3.8% | -39.5% | +43.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling