+21.3%
ELF vs FDS
-23.3%
+44.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | +9.1% | +14.8% | -5.7% | +5.8% |
| 3M | +28.2% | +16.3% | +11.9% | +23.9% |
| 6M | +119.5% | +66.2% | +53.3% | +95.2% |
| YTD | +55.2% | +16.2% | +38.9% | +51.0% |
| 1Y | +58.6% | +21.8% | +36.8% | +52.0% |
| 3Y | +21.3% | -23.9% | +45.2% | +29.9% |
| All | +21.3% | -23.3% | +44.5% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling