+74.2%
FDX vs ELV
-3.3%
+77.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.7% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | +9.3% | +1.3% | +8.0% | +9.1% |
| 3M | +0.5% | +6.6% | -6.1% | -0.3% |
| 6M | +5.3% | +11.6% | -6.2% | +3.7% |
| YTD | +38.6% | +21.1% | +17.5% | +34.2% |
| 1Y | +53.5% | +34.2% | +19.3% | +46.6% |
| 3Y | +74.2% | -2.9% | +77.2% | +66.5% |
| All | +74.2% | -3.3% | +77.5% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling