+76.2%
FDX vs ELF
+272.3%
-196.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.0% |
| 7D | +5.2% | +1.6% | +3.6% | +5.0% |
| 30D | +11.3% | +9.1% | +2.2% | +10.0% |
| 3M | -4.1% | +28.2% | -32.3% | -7.2% |
| 6M | +9.6% | +119.5% | -109.9% | -1.3% |
| YTD | +40.9% | +55.2% | -14.3% | +31.3% |
| 1Y | +53.0% | +58.6% | -5.6% | +42.0% |
| 3Y | +74.1% | +21.3% | +52.8% | +45.0% |
| All | +76.2% | +272.3% | -196.1% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling