+314.5%
ELF vs FDS
+112.1%
+202.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -2.7% | +6.4% | -9.1% | -5.0% |
| 30D | +6.9% | +25.2% | -18.3% | -1.7% |
| 3M | +27.2% | +22.9% | +4.3% | +17.4% |
| 6M | +84.9% | +56.5% | +28.4% | +53.1% |
| YTD | +44.5% | +19.0% | +25.5% | +31.8% |
| 1Y | -6.8% | +32.7% | -39.5% | -18.6% |
| 3Y | +14.2% | -20.4% | +34.7% | +21.3% |
| 5Y | +250.6% | -19.6% | +270.2% | +266.0% |
| 10Y | +318.0% | +148.5% | +169.5% | +195.1% |
| All | +314.5% | +112.1% | +202.5% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling