+555.1%
FN vs ELF
+357.7%
+197.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.3% | -10.9% | -13.5% |
| 7D | -16.0% | -2.7% | -13.2% | -15.4% |
| 30D | -40.1% | +6.9% | -47.0% | -40.9% |
| 3M | -43.9% | +27.2% | -71.1% | -46.8% |
| 6M | -55.6% | +84.9% | -140.5% | -61.5% |
| YTD | -35.7% | +44.5% | -80.1% | -42.0% |
| 1Y | -39.8% | -6.8% | -33.1% | -41.4% |
| 3Y | +80.3% | +14.2% | +66.0% | +58.8% |
| 5Y | +143.3% | +250.6% | -107.3% | +63.5% |
| 10Y | +682.3% | +318.0% | +364.3% | +366.1% |
| All | +555.1% | +357.7% | +197.4% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling