+2,419.4%
ELV vs FE
+309.1%
+2,110.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +3.3% | +1.9% | +1.4% | +2.7% |
| 30D | +4.2% | -1.2% | +5.3% | +4.5% |
| 3M | -0.1% | +3.5% | -3.6% | -1.4% |
| 6M | +41.3% | -6.1% | +47.3% | +43.9% |
| YTD | +17.4% | +7.6% | +9.8% | +14.0% |
| 1Y | +35.1% | +11.9% | +23.1% | +29.3% |
| 3Y | -3.2% | +48.4% | -51.7% | -17.0% |
| 5Y | +15.6% | +44.8% | -29.2% | -0.7% |
| 10Y | +276.8% | +115.9% | +160.9% | +177.7% |
| All | +2,419.4% | +309.1% | +2,110.2% | +1,485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling