+68.8%
FDX vs ELV
+15.8%
+53.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -2.5% | +3.3% | -5.8% | -3.1% |
| 30D | +3.8% | +4.2% | -0.4% | +3.1% |
| 3M | -1.3% | -0.1% | -1.2% | -1.5% |
| 6M | +5.0% | +41.3% | -36.2% | -1.3% |
| YTD | +39.6% | +17.4% | +22.2% | +34.5% |
| 1Y | +81.1% | +35.1% | +46.1% | +69.7% |
| 3Y | +63.0% | -3.2% | +66.3% | +59.4% |
| All | +68.8% | +15.8% | +53.0% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling