-24.4%
ELF vs FTV
+19.1%
-43.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.7% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +5.9% | -8.3% | +14.2% | +8.0% |
| 3M | +99.5% | -7.4% | +106.9% | +102.6% |
| 6M | +26.5% | -1.2% | +27.7% | +25.5% |
| YTD | +37.2% | +2.7% | +34.5% | +33.9% |
| 1Y | -24.4% | +18.4% | -42.9% | -26.0% |
| All | -24.4% | +19.1% | -43.6% | -26.0% |
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