+743.6%
FN vs ELF
+337.1%
+406.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.7% | +5.9% | +10.4% |
| 7D | 0.0% | +4.0% | -4.0% | -0.7% |
| 30D | -34.3% | +10.6% | -44.9% | -35.6% |
| 3M | -39.9% | +25.8% | -65.7% | -42.8% |
| 6M | -51.8% | +89.1% | -140.9% | -58.4% |
| YTD | -28.1% | +52.7% | -80.9% | -35.9% |
| 1Y | -29.1% | +51.7% | -80.8% | -36.7% |
| 3Y | +102.4% | +14.2% | +88.2% | +78.3% |
| 5Y | +171.7% | +270.7% | -99.0% | +80.4% |
| All | +743.6% | +337.1% | +406.4% | +384.9% |
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