+160.3%
FN vs ELF
-19.9%
+180.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | -1.7% | +5.4% | -7.0% | -2.9% |
| 30D | -22.0% | +27.0% | -49.0% | -26.4% |
| 3M | -43.0% | +113.2% | -156.2% | -52.6% |
| 6M | -27.7% | +36.6% | -64.3% | -33.8% |
| YTD | -10.5% | +44.2% | -54.7% | -20.2% |
| 1Y | +12.5% | -18.0% | +30.5% | +12.7% |
| All | +160.3% | -19.9% | +180.2% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling