+11.9%
FE vs ELF
-17.5%
+29.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | +1.9% | +5.4% | -3.4% | +2.0% |
| 30D | -1.2% | +27.0% | -28.1% | -0.9% |
| 3M | +3.5% | +113.2% | -109.7% | +4.2% |
| 6M | -6.1% | +36.6% | -42.6% | -5.8% |
| YTD | +7.6% | +44.2% | -36.6% | +7.9% |
| 1Y | +11.9% | -18.0% | +29.9% | +11.3% |
| All | +11.9% | -17.5% | +29.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling