-19.5%
ELF vs FND
-49.4%
+29.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.3% |
| 7D | +5.4% | -5.2% | +10.6% | +7.9% |
| 30D | +27.0% | -19.9% | +46.9% | +41.1% |
| 3M | +113.2% | +2.7% | +110.5% | +106.5% |
| 6M | +36.6% | -21.7% | +58.3% | +51.4% |
| YTD | +44.2% | -17.5% | +61.7% | +55.1% |
| 1Y | -18.0% | -39.3% | +21.3% | +3.2% |
| All | -19.5% | -49.4% | +29.9% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling