+155.4%
ELV vs FND
+58.4%
+97.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.7% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +2.0% | -23.6% | +25.5% | +5.8% |
| 3M | -3.5% | +4.3% | -7.8% | -4.8% |
| 6M | +40.2% | -20.3% | +60.5% | +43.2% |
| YTD | +15.8% | -21.3% | +37.1% | +18.0% |
| 1Y | +33.2% | -45.4% | +78.5% | +43.4% |
| 3Y | -6.2% | -48.9% | +42.6% | -0.9% |
| 5Y | +16.4% | -61.0% | +77.5% | +24.5% |
| All | +155.4% | +58.4% | +97.0% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling