+42.9%
FANG vs ELF
-17.5%
+60.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.7% |
| 7D | +0.8% | +5.4% | -4.6% | +1.2% |
| 30D | +7.6% | +27.0% | -19.4% | +9.6% |
| 3M | -1.3% | +113.2% | -114.5% | +3.5% |
| 6M | +14.7% | +36.6% | -21.9% | +18.9% |
| YTD | +34.8% | +44.2% | -9.4% | +39.9% |
| 1Y | +42.9% | -18.0% | +60.9% | +46.7% |
| All | +42.9% | -17.5% | +60.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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