+153.3%
FDX vs ELF
+335.2%
-182.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.5% | +6.3% | -5.8% | -0.5% |
| 30D | +9.5% | +8.5% | +1.0% | +8.1% |
| 3M | -1.3% | +24.4% | -25.8% | -4.8% |
| 6M | +5.5% | +94.7% | -89.2% | -5.5% |
| YTD | +38.9% | +55.9% | -17.0% | +27.3% |
| 1Y | +58.8% | +48.4% | +10.4% | +46.4% |
| 3Y | +71.1% | +24.6% | +46.5% | +45.6% |
| 5Y | +76.3% | +285.0% | -208.7% | +13.4% |
| All | +153.3% | +335.2% | -182.0% | +38.2% |
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