+91.7%
FOXA vs ELF
+1,317.4%
-1,225.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -2.8% |
| 7D | -2.9% | +3.4% | -6.2% | -3.3% |
| 30D | +5.1% | +5.0% | +0.2% | +4.5% |
| 3M | +4.7% | +22.6% | -17.9% | +1.9% |
| 6M | -0.2% | +104.0% | -104.2% | -9.2% |
| YTD | -9.2% | +49.3% | -58.5% | -14.9% |
| 1Y | -0.6% | +46.0% | -46.6% | -6.7% |
| 3Y | +125.7% | +19.4% | +106.3% | +93.7% |
| 5Y | +70.2% | +262.0% | -191.9% | +6.8% |
| All | +91.7% | +1,317.4% | -1,225.7% | -13.9% |
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 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