+3,333.0%
FIX vs ELF
+357.7%
+2,975.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -10.9% |
| 7D | -27.2% | -2.7% | -24.5% | -26.8% |
| 30D | -46.9% | +6.9% | -53.8% | -47.7% |
| 3M | -44.4% | +27.2% | -71.6% | -47.4% |
| 6M | -50.9% | +84.9% | -135.8% | -57.5% |
| YTD | +3.5% | +44.5% | -40.9% | -6.9% |
| 1Y | -2.1% | -6.8% | +4.7% | -5.1% |
| 3Y | +418.7% | +14.2% | +404.5% | +346.0% |
| 5Y | +894.6% | +250.6% | +643.9% | +538.4% |
| 10Y | +3,465.5% | +318.0% | +3,147.5% | +1,898.3% |
| All | +3,333.0% | +357.7% | +2,975.3% | +1,820.1% |
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