+44.5%
FE vs ELF
+258.3%
-213.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | 0.0% |
| 7D | -0.3% | +3.4% | -3.6% | -0.3% |
| 30D | +3.9% | +5.0% | -1.1% | +3.8% |
| 3M | -0.1% | +22.6% | -22.7% | -0.4% |
| 6M | +6.1% | +104.0% | -97.9% | +4.8% |
| YTD | +8.1% | +49.3% | -41.2% | +7.1% |
| 1Y | +4.4% | +46.0% | -41.6% | +3.5% |
| 3Y | +49.0% | +19.4% | +29.6% | +42.8% |
| All | +44.5% | +258.3% | -213.8% | +25.6% |
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