+448.7%
FIX vs ELF
+18.9%
+429.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +4.4% |
| 7D | -17.5% | +4.0% | -21.4% | -18.0% |
| 30D | -41.6% | +10.6% | -52.1% | -42.7% |
| 3M | -40.6% | +25.8% | -66.4% | -43.3% |
| 6M | -49.4% | +89.1% | -138.4% | -55.7% |
| YTD | +9.2% | +52.7% | -43.6% | -1.7% |
| 1Y | +6.5% | +51.7% | -45.3% | -4.1% |
| 3Y | +448.7% | +14.2% | +434.5% | +363.7% |
| All | +448.7% | +18.9% | +429.8% | +363.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling