+944.4%
ELV vs FN
+2,887.5%
-1,943.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.1% | -2.4% |
| 7D | +1.3% | 0.0% | +1.4% | +1.0% |
| 30D | +5.3% | -34.3% | +39.6% | +8.5% |
| 3M | +9.2% | -39.9% | +49.1% | +12.9% |
| 6M | +14.5% | -51.8% | +66.4% | +19.8% |
| YTD | +23.2% | -28.1% | +51.3% | +22.2% |
| 1Y | +38.0% | -29.1% | +67.1% | +36.7% |
| 3Y | -1.5% | +102.4% | -104.0% | -17.5% |
| 5Y | +8.5% | +171.7% | -163.2% | -14.8% |
| 10Y | +309.5% | +773.5% | -464.0% | +168.3% |
| All | +944.4% | +2,887.5% | -1,943.1% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling