+310.6%
ELF vs FND
+61.4%
+249.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -2.6% |
| 7D | +3.4% | -5.1% | +8.5% | +5.3% |
| 30D | +5.0% | +9.2% | -4.2% | +1.1% |
| 3M | +22.6% | -17.7% | +40.3% | +30.5% |
| 6M | +104.0% | +2.5% | +101.5% | +98.4% |
| YTD | +49.3% | -19.8% | +69.1% | +58.3% |
| 1Y | +46.0% | -22.7% | +68.7% | +56.8% |
| 3Y | +19.4% | -38.3% | +57.7% | +37.6% |
| 5Y | +262.0% | -63.0% | +325.0% | +364.3% |
| All | +310.6% | +61.4% | +249.2% | +229.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling