+177.0%
FDX vs ELV
+278.2%
-101.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.7% |
| 7D | -3.9% | +0.9% | -4.7% | -4.1% |
| 30D | -3.3% | +7.2% | -10.5% | -5.3% |
| 3M | -2.0% | +3.4% | -5.4% | -3.4% |
| 6M | +8.0% | +48.6% | -40.6% | -4.5% |
| YTD | +35.0% | +20.6% | +14.4% | +25.7% |
| 1Y | +73.7% | +38.5% | +35.2% | +54.4% |
| 3Y | +61.6% | -2.4% | +64.0% | +55.6% |
| 5Y | +65.4% | +25.3% | +40.0% | +40.9% |
| All | +177.0% | +278.2% | -101.2% | +61.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling