+34.3%
FANG vs ELV
+42.6%
-8.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.9% | -4.5% |
| 7D | -11.3% | +4.8% | -16.1% | -11.0% |
| 30D | -0.7% | +10.1% | -10.7% | 0.0% |
| 3M | -4.2% | +15.4% | -19.5% | -3.0% |
| 6M | -13.5% | +17.7% | -31.2% | -11.9% |
| YTD | +23.7% | +25.7% | -1.9% | +27.3% |
| 1Y | +34.3% | +39.9% | -5.5% | +41.2% |
| All | +34.3% | +42.6% | -8.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling