+7.3%
ELV vs FDS
-21.2%
+28.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.6% |
| 7D | -1.1% | -2.1% | +1.1% | -0.7% |
| 30D | +1.8% | +16.0% | -14.3% | -1.2% |
| 3M | +10.5% | +18.8% | -8.3% | +6.3% |
| 6M | +13.5% | +54.1% | -40.7% | +2.5% |
| YTD | +24.3% | +17.0% | +7.3% | +20.2% |
| 1Y | +38.9% | +25.5% | +13.4% | +31.5% |
| 3Y | -1.5% | -23.3% | +21.8% | +5.8% |
| 5Y | +7.3% | -22.6% | +29.9% | +10.9% |
| All | +7.3% | -21.2% | +28.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling