+15.9%
ELV vs FN
+289.0%
-273.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.8% |
| 7D | +3.3% | -1.7% | +5.0% | +3.3% |
| 30D | +4.2% | -22.0% | +26.1% | +4.3% |
| 3M | -0.1% | -43.0% | +42.9% | +0.4% |
| 6M | +41.3% | -27.7% | +69.0% | +41.1% |
| YTD | +17.4% | -10.5% | +28.0% | +16.5% |
| 1Y | +35.1% | +12.5% | +22.6% | +33.1% |
| 3Y | -3.2% | +153.8% | -157.0% | -10.5% |
| All | +15.9% | +289.0% | -273.1% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling