-67.4%
EL vs FND
-61.9%
-5.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +15.5% | -23.6% | +39.1% | +28.5% |
| 3M | +20.6% | +4.3% | +16.2% | +16.9% |
| 6M | +10.5% | -20.3% | +30.8% | +18.9% |
| YTD | -1.9% | -21.3% | +19.4% | +6.2% |
| 1Y | +16.1% | -45.4% | +61.5% | +44.5% |
| 3Y | -30.2% | -48.9% | +18.6% | -15.3% |
| 5Y | -67.4% | -61.0% | -6.4% | -60.2% |
| All | -67.4% | -61.9% | -5.5% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling