+293.6%
ELF vs FTV
+81.9%
+211.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +5.9% | -8.3% | +14.2% | +11.1% |
| 3M | +99.5% | -7.4% | +106.9% | +107.4% |
| 6M | +26.5% | -1.2% | +27.7% | +26.4% |
| YTD | +37.2% | +2.7% | +34.5% | +32.7% |
| 1Y | -24.4% | +18.4% | -42.9% | -33.4% |
| 3Y | -23.3% | -2.0% | -21.3% | -24.4% |
| 5Y | +245.2% | +3.4% | +241.8% | +225.5% |
| All | +293.6% | +81.9% | +211.7% | +248.7% |
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 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