+255.8%
ELV vs FN
+700.1%
-444.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.4% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | +0.4% | -16.5% | +16.9% | +1.1% |
| 3M | +8.4% | -42.1% | +50.5% | +11.5% |
| 6M | +8.4% | -52.9% | +61.3% | +12.6% |
| YTD | +24.4% | -28.0% | +52.3% | +22.9% |
| 1Y | +33.5% | -18.5% | +52.0% | +30.1% |
| 3Y | -2.1% | +93.9% | -95.9% | -18.2% |
| 5Y | +5.8% | +170.5% | -164.7% | -19.1% |
| All | +255.8% | +700.1% | -444.3% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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