+104.2%
FE vs ELF
+337.1%
-232.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -0.7% |
| 7D | 0.0% | +4.0% | -4.0% | -0.3% |
| 30D | +5.2% | +10.6% | -5.4% | +4.6% |
| 3M | 0.0% | +25.8% | -25.8% | -1.4% |
| 6M | +5.0% | +89.1% | -84.0% | +1.0% |
| YTD | +7.9% | +52.7% | -44.8% | +4.6% |
| 1Y | +6.3% | +51.7% | -45.4% | +3.0% |
| 3Y | +46.0% | +14.2% | +31.8% | +37.2% |
| 5Y | +45.6% | +270.7% | -225.1% | +18.9% |
| All | +104.2% | +337.1% | -232.9% | +48.4% |
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