+364.2%
ELF vs FTV
+113.3%
+250.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | +1.3% |
| 7D | +7.8% | +0.4% | +7.4% | +7.6% |
| 30D | +9.3% | +17.2% | -7.9% | -0.3% |
| 3M | +21.2% | +8.9% | +12.3% | +15.1% |
| 6M | +96.1% | +11.3% | +84.8% | +83.0% |
| YTD | +57.0% | +21.9% | +35.0% | +37.3% |
| 1Y | +61.9% | +31.6% | +30.3% | +35.1% |
| 3Y | +20.0% | +38.1% | -18.1% | -2.8% |
| 5Y | +284.8% | +15.7% | +269.1% | +238.5% |
| 10Y | +364.2% | +107.5% | +256.8% | +238.6% |
| All | +364.2% | +113.3% | +250.9% | +238.6% |
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