+22.2%
ELV vs FND
-63.3%
+85.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.2% | -5.8% | +9.0% | +3.7% |
| 30D | +5.4% | -20.2% | +25.6% | +7.1% |
| 3M | +5.4% | -12.0% | +17.3% | +6.0% |
| 6M | +45.7% | -18.5% | +64.2% | +47.3% |
| YTD | +21.2% | -22.3% | +43.5% | +22.7% |
| 1Y | +35.6% | -47.6% | +83.3% | +42.4% |
| 3Y | -2.0% | -49.8% | +47.7% | +1.8% |
| All | +22.2% | -63.3% | +85.5% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling