+0.7%
FPS vs ELV
+24.8%
-24.1%
-54.8%
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 | -5.8% | +5.4% | -11.2% | -5.1% |
| 7D | -4.6% | +0.9% | -5.4% | -4.3% |
| 30D | -22.6% | +7.2% | -29.8% | -21.9% |
| 3M | -45.1% | +3.4% | -48.5% | -44.3% |
| 6M | -17.8% | +48.6% | -66.4% | -21.7% |
| All | +0.7% | +24.8% | -24.1% | +1.6% |
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 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