+296.5%
ELF vs FGI
-70.4%
+366.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.4% | +2.1% |
| 7D | +5.4% | +0.5% | +4.8% | +5.3% |
| 30D | +27.0% | +65.4% | -38.4% | +26.0% |
| 3M | +113.2% | +23.5% | +89.7% | +111.9% |
| 6M | +36.6% | +60.5% | -24.0% | +34.6% |
| YTD | +44.2% | +30.0% | +14.2% | +42.5% |
| 1Y | -18.0% | +82.1% | -100.0% | -19.5% |
| 3Y | -19.9% | -4.4% | -15.5% | -21.0% |
| All | +296.5% | -70.4% | +366.9% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling