+122.9%
FIX vs ELF
-17.5%
+140.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | +6.0% | +5.4% | +0.7% | +5.4% |
| 30D | -7.2% | +27.0% | -34.2% | -9.7% |
| 3M | -15.9% | +113.2% | -129.1% | -23.6% |
| 6M | +12.7% | +36.6% | -23.8% | +8.3% |
| YTD | +72.8% | +44.2% | +28.6% | +63.2% |
| 1Y | +122.9% | -18.0% | +140.9% | +124.1% |
| All | +122.9% | -17.5% | +140.4% | +124.1% |
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