+11.4%
FPS vs ELF
+13.4%
-2.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +7.9% | +3.4% |
| 7D | +10.4% | -1.2% | +11.6% | +10.4% |
| 30D | -16.5% | +5.9% | -22.4% | -16.9% |
| 3M | -45.5% | +99.5% | -145.1% | -49.0% |
| 6M | +2.1% | +26.5% | -24.4% | +6.2% |
| All | +11.4% | +13.4% | -2.0% | +12.4% |
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 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