+24.6%
ELF vs FHN
+132.8%
-108.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.3% | +0.9% | +5.4% | +5.9% |
| 30D | +8.5% | +2.1% | +6.4% | +7.6% |
| 3M | +24.4% | -6.0% | +30.4% | +27.1% |
| 6M | +94.7% | -2.9% | +97.7% | +95.9% |
| YTD | +55.9% | +0.7% | +55.1% | +53.9% |
| 1Y | +48.4% | +11.0% | +37.4% | +40.7% |
| 3Y | +24.6% | +130.3% | -105.6% | -11.5% |
| All | +24.6% | +132.8% | -108.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling