-22.1%
FPS vs ELF
+29.7%
-51.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.8% | +13.3% | +15.7% |
| 7D | -8.0% | +7.8% | -15.8% | -8.6% |
| 30D | -43.5% | +9.3% | -52.8% | -44.0% |
| 3M | -41.6% | +21.2% | -62.8% | -42.5% |
| 6M | -44.0% | +96.1% | -140.1% | -47.2% |
| All | -22.1% | +29.7% | -51.8% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling