-3.9%
ELF vs FND
-10.3%
+6.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | -3.1% |
| 7D | -1.5% | +12.3% | -13.9% | -7.2% |
| 30D | +9.5% | +14.7% | -5.2% | +1.8% |
| 3M | +29.4% | -12.0% | +41.4% | +36.7% |
| 6M | +83.7% | +10.8% | +73.0% | +69.1% |
| YTD | +49.4% | -12.3% | +61.7% | +51.7% |
| 1Y | -3.9% | -13.4% | +9.5% | -1.4% |
| All | -3.9% | -10.3% | +6.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling