-30.4%
ELAN vs FTV
-2.3%
-28.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.1% |
| 7D | -5.4% | -4.0% | -1.5% | -2.9% |
| 30D | +4.7% | -11.0% | +15.7% | +12.7% |
| 3M | -3.7% | -8.4% | +4.7% | +0.9% |
| 6M | -1.2% | -2.6% | +1.4% | -1.0% |
| YTD | +2.4% | -0.6% | +3.0% | 0.0% |
| 1Y | +23.4% | +11.0% | +12.4% | +11.1% |
| 3Y | +96.7% | -6.3% | +103.0% | +95.8% |
| All | -30.4% | -2.3% | -28.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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