+37.1%
EL vs FND
+1.1%
+36.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | +1.5% | -6.8% | +8.4% | +3.7% |
| 30D | +10.0% | +8.0% | +2.0% | +7.1% |
| 3M | +28.4% | -18.9% | +47.3% | +36.0% |
| 6M | +37.1% | +4.7% | +32.4% | +33.9% |
| All | +37.1% | +1.1% | +36.0% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling