+341.4%
ELF vs FDS
+135.4%
+206.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +7.0% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | +10.6% | +20.2% | -9.6% | +3.1% |
| 3M | +25.8% | +19.9% | +6.0% | +17.0% |
| 6M | +89.1% | +56.2% | +32.9% | +56.4% |
| YTD | +52.7% | +14.6% | +38.2% | +41.1% |
| 1Y | +51.7% | +31.6% | +20.1% | +31.5% |
| 3Y | +14.2% | -23.8% | +38.0% | +23.1% |
| 5Y | +270.7% | -22.6% | +293.3% | +291.9% |
| All | +341.4% | +135.4% | +206.1% | +236.8% |
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