-83.7%
FIG vs ELF
-5.6%
-78.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.9% |
| 7D | -13.1% | +4.0% | -17.1% | -13.6% |
| 30D | -13.0% | +10.6% | -23.6% | -14.3% |
| 3M | -21.5% | +25.8% | -47.3% | -24.6% |
| 6M | -2.5% | +89.1% | -91.5% | -13.7% |
| YTD | -49.7% | +52.7% | -102.4% | -54.0% |
| 1Y | -59.1% | +51.7% | -110.8% | -62.6% |
| All | -83.7% | -5.6% | -78.1% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling