+1,146.9%
FDX vs ELV
+2,522.7%
-1,375.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.0% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | +9.3% | +1.3% | +8.0% | +8.8% |
| 3M | +0.5% | +6.6% | -6.1% | -1.7% |
| 6M | +5.3% | +11.6% | -6.2% | +1.0% |
| YTD | +38.6% | +21.1% | +17.5% | +28.1% |
| 1Y | +53.5% | +34.2% | +19.3% | +37.2% |
| 3Y | +74.2% | -2.9% | +77.2% | +67.3% |
| 5Y | +75.3% | +4.6% | +70.7% | +61.0% |
| 10Y | +156.3% | +272.8% | -116.6% | +47.0% |
| All | +1,146.9% | +2,522.7% | -1,375.9% | +356.7% |
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