+338.7%
ELF vs FDS
+132.8%
+206.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -1.0% |
| 7D | +4.3% | -2.1% | +6.4% | +4.9% |
| 30D | +7.7% | +16.0% | -8.3% | +1.8% |
| 3M | +24.7% | +18.8% | +5.9% | +16.3% |
| 6M | +114.6% | +54.1% | +60.5% | +78.6% |
| YTD | +55.8% | +17.0% | +38.8% | +42.8% |
| 1Y | +51.9% | +25.5% | +26.4% | +34.7% |
| 3Y | +24.6% | -23.3% | +47.9% | +34.2% |
| 5Y | +279.2% | -22.6% | +301.8% | +301.4% |
| 10Y | +338.7% | +130.2% | +208.5% | +227.5% |
| All | +338.7% | +132.8% | +206.0% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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