+268.7%
ELV vs FN
+850.1%
-581.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.4% |
| 7D | -1.1% | +8.0% | -9.1% | -1.7% |
| 30D | +1.8% | -19.1% | +20.9% | +2.8% |
| 3M | +10.5% | -29.8% | +40.3% | +12.3% |
| 6M | +13.5% | -43.2% | +56.6% | +16.3% |
| YTD | +24.3% | -18.9% | +43.3% | +22.0% |
| 1Y | +38.9% | -17.9% | +56.8% | +35.8% |
| 3Y | -1.5% | +120.1% | -121.6% | -18.4% |
| 5Y | +7.3% | +206.7% | -199.4% | -18.7% |
| 10Y | +268.7% | +804.7% | -535.9% | +131.0% |
| All | +268.7% | +850.1% | -581.4% | +131.0% |
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