+320.0%
ELF vs FND
+69.4%
+250.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.9% |
| 7D | +4.0% | +7.7% | -3.7% | +1.0% |
| 30D | +10.6% | +11.9% | -1.3% | +5.6% |
| 3M | +25.8% | -14.6% | +40.4% | +32.2% |
| 6M | +89.1% | +0.5% | +88.6% | +85.5% |
| YTD | +52.7% | -15.8% | +68.6% | +59.1% |
| 1Y | +51.7% | -12.9% | +64.7% | +56.0% |
| 3Y | +14.2% | -34.2% | +48.4% | +28.5% |
| 5Y | +270.7% | -61.6% | +332.2% | +368.5% |
| All | +320.0% | +69.4% | +250.6% | +231.2% |
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