+51.7%
ELF vs FND
-16.0%
+67.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.9% |
| 7D | +4.0% | +7.7% | -3.7% | +0.7% |
| 30D | +10.6% | +11.9% | -1.3% | +4.9% |
| 3M | +25.8% | -14.6% | +40.4% | +33.9% |
| 6M | +89.1% | +0.5% | +88.6% | +85.2% |
| YTD | +52.7% | -15.8% | +68.6% | +64.9% |
| 1Y | +51.7% | -12.9% | +64.7% | +61.8% |
| All | +51.7% | -16.0% | +67.7% | +61.8% |
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