+123.4%
FE vs ELF
+332.6%
-209.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.9% |
| 7D | +1.2% | +1.6% | -0.4% | +1.1% |
| 30D | +4.5% | +9.1% | -4.6% | +4.0% |
| 3M | +1.3% | +28.2% | -26.8% | -0.1% |
| 6M | +8.7% | +119.5% | -110.9% | +3.7% |
| YTD | +9.2% | +55.2% | -45.9% | +5.8% |
| 1Y | +7.0% | +58.6% | -51.6% | +3.4% |
| 3Y | +51.4% | +21.3% | +30.1% | +41.6% |
| 5Y | +47.7% | +276.2% | -228.5% | +20.5% |
| All | +123.4% | +332.6% | -209.2% | +65.1% |
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