+755.5%
FN vs ELF
+316.3%
+439.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -3.2% |
| 7D | +20.8% | +3.4% | +17.4% | +20.1% |
| 30D | -17.3% | +5.0% | -22.3% | -18.0% |
| 3M | -38.1% | +22.6% | -60.7% | -40.8% |
| 6M | -44.2% | +104.0% | -148.2% | -52.4% |
| YTD | -22.3% | +49.3% | -71.6% | -30.3% |
| 1Y | -20.9% | +46.0% | -67.0% | -28.7% |
| 3Y | +111.1% | +19.4% | +91.7% | +84.7% |
| 5Y | +191.8% | +262.0% | -70.2% | +95.3% |
| All | +755.5% | +316.3% | +439.2% | +412.6% |
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 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