+5,629.1%
FIX vs ELF
+357.0%
+5,272.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +6.0% | +5.4% | +0.7% | +4.9% |
| 30D | -7.2% | +27.0% | -34.2% | -12.0% |
| 3M | -15.9% | +113.2% | -129.1% | -28.9% |
| 6M | +12.7% | +36.6% | -23.8% | +3.7% |
| YTD | +72.8% | +44.2% | +28.6% | +55.9% |
| 1Y | +122.9% | -18.0% | +140.9% | +122.0% |
| 3Y | +774.3% | -19.9% | +794.3% | +711.2% |
| 5Y | +2,049.5% | +257.7% | +1,791.8% | +1,276.9% |
| All | +5,629.1% | +357.0% | +5,272.1% | +3,113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling