-80.3%
FIG vs ELF
-15.2%
-65.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.9% | -0.8% | -4.9% |
| 7D | -16.4% | -1.2% | -15.2% | -16.2% |
| 30D | -2.3% | +5.9% | -8.2% | -3.4% |
| 3M | +7.8% | +99.5% | -91.7% | -5.9% |
| 6M | -21.8% | +26.5% | -48.4% | -25.5% |
| YTD | -39.1% | +37.2% | -76.3% | -43.5% |
| 1Y | -56.6% | -24.4% | -32.2% | -52.6% |
| All | -80.3% | -15.2% | -65.1% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling