+257.4%
ELV vs FE
+110.4%
+147.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | -6.1% | +1.7% | -7.8% | -6.8% |
| 6M | +42.8% | -7.5% | +50.3% | +46.8% |
| YTD | +14.4% | +6.3% | +8.1% | +11.1% |
| 1Y | +28.6% | +10.9% | +17.8% | +22.7% |
| 3Y | -7.4% | +46.9% | -54.4% | -22.2% |
| 5Y | +14.5% | +47.6% | -33.1% | -5.0% |
| 10Y | +257.4% | +114.5% | +143.0% | +184.3% |
| All | +257.4% | +110.4% | +147.1% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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