+103.4%
FE vs ELF
+357.0%
-253.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | +1.9% | +5.4% | -3.4% | +1.6% |
| 30D | -1.2% | +27.0% | -28.1% | -2.5% |
| 3M | +3.5% | +113.2% | -109.7% | -1.1% |
| 6M | -6.1% | +36.6% | -42.6% | -8.1% |
| YTD | +7.6% | +44.2% | -36.6% | +4.7% |
| 1Y | +11.9% | -18.0% | +29.9% | +11.8% |
| 3Y | +48.4% | -19.9% | +68.4% | +43.5% |
| 5Y | +44.8% | +257.7% | -212.9% | +18.1% |
| All | +103.4% | +357.0% | -253.6% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling