+33.2%
ELV vs FN
+11.2%
+22.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.2% |
| 30D | +2.0% | -26.0% | +27.9% | +1.4% |
| 3M | -3.5% | -33.3% | +29.8% | -4.3% |
| 6M | +40.2% | -14.9% | +55.1% | +38.9% |
| YTD | +15.8% | -8.6% | +24.4% | +14.4% |
| 1Y | +33.2% | +12.3% | +20.9% | +31.0% |
| All | +33.2% | +11.2% | +22.0% | +31.0% |
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 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