+196.9%
FANG vs ELF
+299.0%
-102.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +2.1% |
| 7D | +1.2% | -10.8% | +12.1% | +3.1% |
| 30D | +2.4% | +0.8% | +1.6% | +2.0% |
| 3M | +5.1% | +64.8% | -59.7% | -4.8% |
| 6M | +16.4% | +19.0% | -2.6% | +10.7% |
| YTD | +39.0% | +25.9% | +13.0% | +29.5% |
| 1Y | +50.6% | -28.8% | +79.4% | +52.8% |
| 3Y | +46.9% | -29.6% | +76.5% | +33.6% |
| 5Y | +238.2% | +216.2% | +22.0% | +83.8% |
| All | +196.9% | +299.0% | -102.1% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling