+286.6%
ELF vs FHN
+80.9%
+205.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | +5.0% | +2.8% | +2.2% | +4.0% |
| 3M | +22.6% | -8.9% | +31.5% | +26.1% |
| 6M | +104.0% | -0.7% | +104.7% | +103.5% |
| YTD | +49.3% | +0.1% | +49.2% | +48.4% |
| 1Y | +46.0% | +10.4% | +35.6% | +40.5% |
| 3Y | +19.4% | +128.8% | -109.4% | -10.0% |
| 5Y | +262.0% | +61.5% | +200.6% | +183.9% |
| All | +286.6% | +80.9% | +205.6% | +171.5% |
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