+313.8%
ELF vs FDS
+88.1%
+225.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.1% |
| 30D | +27.0% | +9.0% | +18.0% | +23.0% |
| 3M | +113.2% | +18.9% | +94.3% | +98.2% |
| 6M | +36.6% | +35.1% | +1.4% | +19.1% |
| YTD | +44.2% | +5.5% | +38.7% | +38.1% |
| 1Y | -18.0% | -16.8% | -1.2% | -13.7% |
| 3Y | -19.9% | -28.1% | +8.1% | -11.6% |
| 5Y | +257.7% | -17.4% | +275.1% | +268.5% |
| All | +313.8% | +88.1% | +225.8% | +234.0% |
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