+2,542.8%
ELV vs FE
+310.2%
+2,232.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +1.3% | 0.0% | +1.4% | +1.3% |
| 30D | +5.3% | +5.2% | +0.1% | +3.4% |
| 3M | +9.2% | 0.0% | +9.2% | +9.2% |
| 6M | +14.5% | +5.0% | +9.5% | +12.4% |
| YTD | +23.2% | +7.9% | +15.3% | +19.5% |
| 1Y | +38.0% | +6.3% | +31.7% | +34.5% |
| 3Y | -1.5% | +46.0% | -47.6% | -14.9% |
| 5Y | +8.5% | +45.6% | -37.2% | -7.0% |
| 10Y | +309.5% | +109.3% | +200.2% | +204.8% |
| All | +2,542.8% | +310.2% | +2,232.6% | +1,561.6% |
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