+4,735.4%
FAST vs ELV
+2,568.9%
+2,166.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +2.1% | +1.3% | +0.8% | +1.6% |
| 30D | +6.9% | +5.3% | +1.6% | +5.2% |
| 3M | +4.8% | +9.2% | -4.4% | +1.8% |
| 6M | +19.8% | +14.5% | +5.2% | +13.9% |
| YTD | +34.9% | +23.2% | +11.7% | +24.1% |
| 1Y | +32.8% | +38.0% | -5.3% | +17.6% |
| 3Y | +93.7% | -1.5% | +95.3% | +85.4% |
| 5Y | +105.3% | +8.5% | +96.8% | +87.2% |
| 10Y | +595.4% | +309.5% | +285.9% | +283.7% |
| All | +4,735.4% | +2,568.9% | +2,166.5% | +1,237.4% |
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