+2,569.4%
ELV vs FDS
+2,252.0%
+317.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.5% | -2.6% | +2.1% | +0.3% |
| 30D | +1.1% | +14.1% | -13.0% | -2.9% |
| 3M | +8.2% | +19.8% | -11.6% | +1.7% |
| 6M | +10.2% | +55.0% | -44.7% | -5.3% |
| YTD | +24.4% | +15.9% | +8.5% | +15.6% |
| 1Y | +33.8% | +24.2% | +9.6% | +21.4% |
| 3Y | -1.4% | -24.0% | +22.7% | +2.6% |
| 5Y | +5.8% | -23.3% | +29.2% | +8.4% |
| 10Y | +269.1% | +128.0% | +141.0% | +169.3% |
| All | +2,569.4% | +2,252.0% | +317.4% | +950.7% |
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