+255.8%
ELV vs FDS
+127.7%
+128.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.4% |
| 30D | +0.4% | +14.8% | -14.4% | -4.5% |
| 3M | +8.4% | +16.3% | -7.9% | +2.0% |
| 6M | +8.4% | +66.2% | -57.8% | -11.9% |
| YTD | +24.4% | +16.2% | +8.1% | +14.9% |
| 1Y | +33.5% | +21.8% | +11.7% | +20.4% |
| 3Y | -2.1% | -23.9% | +21.8% | +5.5% |
| 5Y | +5.8% | -23.1% | +28.9% | +10.8% |
| All | +255.8% | +127.7% | +128.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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