+328.6%
ELF vs FND
+70.0%
+258.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.6% |
| 7D | +6.3% | +6.8% | -0.5% | +3.5% |
| 30D | +8.5% | +13.1% | -4.6% | +3.2% |
| 3M | +24.4% | -13.1% | +37.5% | +29.8% |
| 6M | +94.7% | -0.6% | +95.3% | +91.7% |
| YTD | +55.9% | -15.5% | +71.4% | +62.1% |
| 1Y | +48.4% | -13.7% | +62.1% | +53.0% |
| 3Y | +24.6% | -35.0% | +59.6% | +40.9% |
| 5Y | +285.0% | -60.1% | +345.1% | +381.1% |
| All | +328.6% | +70.0% | +258.6% | +237.4% |
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 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