-55.8%
FIG vs ELF
-17.5%
-38.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.6% |
| 7D | -16.3% | +5.4% | -21.7% | -16.9% |
| 30D | -14.3% | +27.0% | -41.3% | -17.2% |
| 3M | +7.2% | +113.2% | -106.0% | -4.5% |
| 6M | -18.6% | +36.6% | -55.2% | -22.2% |
| YTD | -35.5% | +44.2% | -79.7% | -39.2% |
| 1Y | -55.8% | -18.0% | -37.8% | -51.5% |
| All | -55.8% | -17.5% | -38.3% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling