+341.4%
ELF vs FTV
+109.5%
+231.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | +4.0% | +0.2% | +3.8% | +3.8% |
| 30D | +10.6% | +15.7% | -5.1% | +1.6% |
| 3M | +25.8% | +7.5% | +18.3% | +20.4% |
| 6M | +89.1% | +8.5% | +80.6% | +79.0% |
| YTD | +52.7% | +18.8% | +33.9% | +35.6% |
| 1Y | +51.7% | +28.5% | +23.2% | +28.4% |
| 3Y | +14.2% | +34.0% | -19.8% | -5.9% |
| 5Y | +270.7% | +12.6% | +258.1% | +231.3% |
| All | +341.4% | +109.5% | +231.9% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling