+3,574.0%
FIX vs ELF
+335.2%
+3,238.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -13.9% | +6.3% | -20.2% | -15.0% |
| 30D | -35.5% | +8.5% | -44.0% | -36.7% |
| 3M | -33.9% | +24.4% | -58.4% | -37.1% |
| 6M | -43.3% | +94.7% | -138.0% | -51.4% |
| YTD | +18.7% | +55.9% | -37.2% | +5.1% |
| 1Y | +13.8% | +48.4% | -34.7% | +1.8% |
| 3Y | +495.0% | +24.6% | +470.3% | +402.5% |
| 5Y | +1,049.0% | +285.0% | +764.0% | +620.4% |
| All | +3,574.0% | +335.2% | +3,238.8% | +1,932.5% |
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