+289.3%
FN vs ELF
+259.0%
+30.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | -1.7% | +5.4% | -7.0% | -2.9% |
| 30D | -22.0% | +27.0% | -49.0% | -26.5% |
| 3M | -43.0% | +113.2% | -156.2% | -52.9% |
| 6M | -27.7% | +36.6% | -64.3% | -34.1% |
| YTD | -10.5% | +44.2% | -54.7% | -20.5% |
| 1Y | +12.5% | -18.0% | +30.5% | +12.6% |
| 3Y | +153.8% | -19.9% | +173.7% | +134.2% |
| All | +289.3% | +259.0% | +30.3% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling