+104.1%
FE vs ELF
+393.8%
-289.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -0.5% | +6.3% | -6.8% | -0.9% |
| 30D | +4.3% | +8.5% | -4.2% | +3.8% |
| 3M | +0.4% | +24.4% | -24.0% | -0.9% |
| 6M | +6.9% | +94.7% | -87.8% | +2.6% |
| YTD | +8.0% | +55.9% | -47.8% | +4.5% |
| 1Y | +4.8% | +48.4% | -43.6% | +1.7% |
| 3Y | +49.0% | +24.6% | +24.3% | +38.9% |
| 5Y | +46.2% | +285.0% | -238.8% | +18.9% |
| 10Y | +120.9% | +357.2% | -236.3% | +61.5% |
| All | +104.1% | +393.8% | -289.7% | +49.5% |
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