+326.5%
ELF vs FGI
-74.8%
+401.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -25.2% | +29.1% | +4.0% |
| 7D | +1.6% | -14.4% | +16.0% | +1.6% |
| 30D | +9.1% | -11.8% | +20.9% | +9.1% |
| 3M | +28.2% | -46.2% | +74.4% | +28.5% |
| 6M | +119.5% | +5.2% | +114.4% | +118.0% |
| YTD | +55.2% | +10.5% | +44.6% | +53.2% |
| 1Y | +58.6% | +25.5% | +33.1% | +56.5% |
| 3Y | +21.3% | -16.0% | +37.3% | +19.4% |
| All | +326.5% | -74.8% | +401.3% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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