+1,440.5%
FANG vs ELV
+718.5%
+722.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -0.7% |
| 7D | +2.9% | +2.8% | +0.1% | +1.9% |
| 30D | +2.6% | +4.9% | -2.3% | +0.9% |
| 3M | +7.6% | +4.9% | +2.7% | +5.1% |
| 6M | +17.3% | +45.1% | -27.8% | +2.1% |
| YTD | +38.7% | +20.7% | +18.0% | +26.9% |
| 1Y | +51.6% | +35.0% | +16.6% | +32.5% |
| 3Y | +50.0% | -2.4% | +52.4% | +41.7% |
| 5Y | +237.6% | +25.5% | +212.1% | +177.1% |
| 10Y | +180.7% | +277.1% | -96.4% | +53.3% |
| All | +1,440.5% | +718.5% | +722.1% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling