+42.8%
ELV vs FRMI
-29.8%
+72.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | -2.2% | +15.9% | -18.1% | -1.9% |
| 30D | -0.2% | -6.0% | +5.8% | -0.1% |
| 3M | -6.1% | -1.6% | -4.5% | -5.6% |
| 6M | +42.8% | -30.7% | +73.5% | +45.5% |
| All | +42.8% | -29.8% | +72.6% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 6mo: compounded portfolio wealth divided by compounded FRMI 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…
6mo analysis · Full analysis span regression · 6 months rolling