-2.1%
ELV vs FND
-39.5%
+37.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +1.0% | -6.8% | +7.8% | +1.3% |
| 30D | +0.4% | +8.0% | -7.6% | -0.1% |
| 3M | +8.4% | -18.9% | +27.3% | +9.4% |
| 6M | +8.4% | +4.7% | +3.7% | +7.4% |
| YTD | +24.4% | -21.6% | +46.0% | +25.5% |
| 1Y | +33.5% | -22.0% | +55.5% | +34.7% |
| 3Y | -2.1% | -40.4% | +38.4% | +6.4% |
| All | -2.1% | -39.5% | +37.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling