+33.8%
ELV vs FN
-21.9%
+55.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | -0.1% |
| 7D | -0.5% | +20.8% | -21.3% | +0.4% |
| 30D | +1.1% | -17.3% | +18.4% | +0.8% |
| 3M | +8.2% | -38.1% | +46.3% | +7.5% |
| 6M | +10.2% | -44.2% | +54.5% | +9.2% |
| YTD | +24.4% | -22.3% | +46.7% | +21.9% |
| 1Y | +33.8% | -20.9% | +54.8% | +29.7% |
| All | +33.8% | -21.9% | +55.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling