-52.0%
FIG vs ELF
+53.2%
-105.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.1% |
| 7D | +3.4% | +1.6% | +1.8% | +3.1% |
| 30D | -9.5% | +9.1% | -18.6% | -10.5% |
| 3M | -26.2% | +28.2% | -54.4% | -28.5% |
| 6M | +2.7% | +119.5% | -116.8% | -9.9% |
| YTD | -48.0% | +55.2% | -103.1% | -53.1% |
| 1Y | -52.0% | +58.6% | -110.6% | -57.5% |
| All | -52.0% | +53.2% | -105.3% | -57.5% |
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