+149.2%
FDX vs ELF
+337.1%
-187.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -3.6% |
| 7D | -1.6% | +4.0% | -5.6% | -2.2% |
| 30D | +6.6% | +10.6% | -4.0% | +4.9% |
| 3M | -2.1% | +25.8% | -27.9% | -5.7% |
| 6M | +2.2% | +89.1% | -86.9% | -8.2% |
| YTD | +33.9% | +52.7% | -18.8% | +23.1% |
| 1Y | +50.2% | +51.7% | -1.5% | +37.8% |
| 3Y | +65.5% | +14.2% | +51.3% | +43.0% |
| 5Y | +74.1% | +270.7% | -196.6% | +12.7% |
| All | +149.2% | +337.1% | -187.9% | +36.0% |
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