+14.4%
FIX vs ELF
-3.2%
+17.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -15.3% |
| 7D | -18.9% | -1.5% | -17.4% | -18.8% |
| 30D | -36.3% | +9.5% | -45.8% | -36.9% |
| 3M | -38.5% | +29.4% | -67.9% | -40.3% |
| 6M | -42.3% | +83.7% | -126.0% | -46.5% |
| YTD | +17.1% | +49.4% | -32.3% | +10.1% |
| 1Y | +14.4% | -3.9% | +18.3% | +13.7% |
| All | +14.4% | -3.2% | +17.6% | +13.7% |
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