-80.9%
FIG vs ELF
-18.6%
-62.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.6% |
| 7D | -14.5% | -6.8% | -7.7% | -13.5% |
| 30D | -13.3% | +5.1% | -18.4% | -14.1% |
| 3M | +7.4% | +79.8% | -72.4% | -4.4% |
| 6M | -27.8% | +29.7% | -57.5% | -31.5% |
| YTD | -41.1% | +31.6% | -72.7% | -44.9% |
| 1Y | -58.7% | -27.9% | -30.8% | -54.4% |
| All | -80.9% | -18.6% | -62.3% | -80.9% |
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