+777.0%
FIX vs ELF
-19.9%
+796.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +6.0% | +5.4% | +0.7% | +5.0% |
| 30D | -7.2% | +27.0% | -34.2% | -11.4% |
| 3M | -15.9% | +113.2% | -129.1% | -27.6% |
| 6M | +12.7% | +36.6% | -23.8% | +4.9% |
| YTD | +72.8% | +44.2% | +28.6% | +57.7% |
| 1Y | +122.9% | -18.0% | +140.9% | +123.4% |
| All | +777.0% | -19.9% | +796.8% | +705.6% |
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