+328.5%
ELF vs FGI
-70.0%
+398.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.3% | -4.1% | +10.4% | +6.3% |
| 30D | +8.5% | -3.4% | +11.9% | +8.5% |
| 3M | +24.4% | +61.8% | -37.3% | +23.4% |
| 6M | +94.7% | +17.0% | +77.7% | +93.5% |
| YTD | +55.9% | +31.4% | +24.4% | +53.9% |
| 1Y | +48.4% | +42.7% | +5.7% | +46.5% |
| 3Y | +24.6% | -0.1% | +24.8% | +22.7% |
| All | +328.5% | -70.0% | +398.5% | +339.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling