+2,419.4%
ELV vs FDS
+2,041.1%
+378.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.7% |
| 7D | +3.3% | -1.9% | +5.2% | +3.9% |
| 30D | +4.2% | +9.0% | -4.9% | +1.3% |
| 3M | -0.1% | +18.9% | -18.9% | -6.0% |
| 6M | +41.3% | +35.1% | +6.1% | +26.4% |
| YTD | +17.4% | +5.5% | +11.9% | +12.9% |
| 1Y | +35.1% | -16.8% | +51.9% | +38.7% |
| 3Y | -3.2% | -28.1% | +24.8% | +2.8% |
| 5Y | +15.6% | -17.4% | +33.0% | +16.0% |
| 10Y | +276.8% | +85.4% | +191.3% | +193.0% |
| All | +2,419.4% | +2,041.1% | +378.3% | +925.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling