+338.7%
ELF vs FHN
+90.7%
+248.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | -0.9% | +5.1% | +4.6% |
| 30D | +7.7% | +2.0% | +5.7% | +7.0% |
| 3M | +24.7% | -6.8% | +31.5% | +27.3% |
| 6M | +114.6% | -0.8% | +115.4% | +114.2% |
| YTD | +55.8% | +0.6% | +55.2% | +54.6% |
| 1Y | +51.9% | +11.5% | +40.4% | +45.7% |
| 3Y | +24.6% | +130.0% | -105.4% | -6.3% |
| 5Y | +279.2% | +60.8% | +218.4% | +197.7% |
| 10Y | +338.7% | +84.0% | +254.8% | +204.1% |
| All | +338.7% | +90.7% | +248.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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