+1,156.3%
FDX vs ELV
+2,444.2%
-1,287.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.5% | +3.3% | -5.8% | -3.5% |
| 30D | +3.8% | +4.2% | -0.4% | +2.4% |
| 3M | -1.3% | -0.1% | -1.2% | -1.8% |
| 6M | +5.0% | +41.3% | -36.2% | -6.5% |
| YTD | +39.6% | +17.4% | +22.2% | +30.5% |
| 1Y | +81.1% | +35.1% | +46.1% | +61.4% |
| 3Y | +63.0% | -3.2% | +66.3% | +56.8% |
| 5Y | +65.6% | +15.6% | +50.0% | +46.7% |
| 10Y | +183.4% | +276.8% | -93.4% | +62.0% |
| All | +1,156.3% | +2,444.2% | -1,287.9% | +365.2% |
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