+693.0%
FN vs ELF
+332.6%
+360.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.9% | -11.2% | -8.2% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -16.5% | +9.1% | -25.6% | -18.0% |
| 3M | -42.1% | +28.2% | -70.3% | -45.2% |
| 6M | -52.9% | +119.5% | -172.4% | -60.4% |
| YTD | -28.0% | +55.2% | -83.1% | -36.0% |
| 1Y | -18.5% | +58.6% | -77.1% | -28.0% |
| 3Y | +93.9% | +21.3% | +72.6% | +68.9% |
| 5Y | +170.5% | +276.2% | -105.7% | +79.4% |
| All | +693.0% | +332.6% | +360.4% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling