-18.0%
ELF vs FTV
+21.5%
-39.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +5.4% | -4.6% | +10.0% | +6.5% |
| 30D | +27.0% | -7.2% | +34.2% | +29.1% |
| 3M | +113.2% | -7.3% | +120.5% | +116.4% |
| 6M | +36.6% | -1.6% | +38.2% | +35.4% |
| YTD | +44.2% | +3.3% | +40.9% | +40.6% |
| 1Y | -18.0% | +20.2% | -38.2% | -20.7% |
| All | -18.0% | +21.5% | -39.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling