+3,553.2%
FIX vs ELF
+332.6%
+3,220.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.2% |
| 7D | +9.4% | +1.6% | +7.8% | +9.1% |
| 30D | -27.8% | +9.1% | -36.9% | -29.1% |
| 3M | -35.6% | +28.2% | -63.7% | -39.0% |
| 6M | -45.2% | +119.5% | -164.8% | -54.2% |
| YTD | +19.5% | +55.2% | -35.7% | +5.8% |
| 1Y | +24.2% | +58.6% | -34.4% | +9.4% |
| 3Y | +494.2% | +21.3% | +472.9% | +404.6% |
| 5Y | +1,036.1% | +276.2% | +759.9% | +614.9% |
| All | +3,553.2% | +332.6% | +3,220.6% | +1,976.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling