-44.4%
FIX vs ELF
+23.7%
-68.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -11.4% |
| 7D | -27.2% | -2.7% | -24.5% | -27.0% |
| 30D | -46.9% | +6.9% | -53.8% | -46.8% |
| 3M | -44.4% | +27.2% | -71.6% | -45.0% |
| All | -44.4% | +23.7% | -68.1% | -45.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling