+11.4%
FPS vs ELV
+19.9%
-8.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +2.9% |
| 7D | +10.4% | -0.3% | +10.7% | +10.3% |
| 30D | -16.5% | +2.0% | -18.5% | -16.3% |
| 3M | -45.5% | -3.5% | -42.0% | -44.7% |
| 6M | +2.1% | +40.2% | -38.1% | -2.9% |
| All | +11.4% | +19.9% | -8.5% | +11.8% |
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