+196.3%
FANG vs ELF
+303.8%
-107.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +2.9% | -11.6% | +14.5% | +5.0% |
| 30D | +2.6% | +4.6% | -2.0% | +1.6% |
| 3M | +7.6% | +59.7% | -52.1% | -2.0% |
| 6M | +17.3% | +21.2% | -3.9% | +11.2% |
| YTD | +38.7% | +27.4% | +11.2% | +29.0% |
| 1Y | +51.6% | -29.8% | +81.5% | +54.5% |
| 3Y | +50.0% | -28.5% | +78.4% | +36.0% |
| 5Y | +237.6% | +220.0% | +17.5% | +83.1% |
| All | +196.3% | +303.8% | -107.5% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling