-58.7%
FIG vs ELF
-27.0%
-31.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.7% |
| 7D | -14.5% | -6.8% | -7.7% | -13.7% |
| 30D | -13.3% | +5.1% | -18.4% | -13.9% |
| 3M | +7.4% | +79.8% | -72.4% | -2.0% |
| 6M | -27.8% | +29.7% | -57.5% | -30.6% |
| YTD | -41.1% | +31.6% | -72.7% | -43.9% |
| 1Y | -58.7% | -27.9% | -30.8% | -52.5% |
| All | -58.7% | -27.0% | -31.7% | -52.5% |
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