+277.3%
ELF vs FND
+58.4%
+218.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -3.2% |
| 7D | -1.2% | +0.4% | -1.5% | -1.3% |
| 30D | +5.9% | -23.6% | +29.5% | +16.6% |
| 3M | +99.5% | +4.3% | +95.2% | +94.7% |
| 6M | +26.5% | -20.3% | +46.8% | +35.6% |
| YTD | +37.2% | -21.3% | +58.5% | +47.5% |
| 1Y | -24.4% | -45.4% | +21.0% | -7.2% |
| 3Y | -23.3% | -48.9% | +25.5% | -5.7% |
| 5Y | +245.2% | -61.0% | +306.2% | +337.5% |
| All | +277.3% | +58.4% | +218.8% | +206.9% |
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