+255.0%
ELF vs FTV
+2.3%
+252.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | +5.4% | -4.5% | +9.8% | +8.4% |
| 30D | +27.0% | -7.1% | +34.0% | +32.9% |
| 3M | +113.2% | -7.2% | +120.4% | +122.2% |
| 6M | +36.6% | -1.5% | +38.1% | +36.3% |
| YTD | +44.2% | +3.5% | +40.8% | +37.5% |
| 1Y | -18.0% | +20.3% | -38.3% | -30.7% |
| 3Y | -19.9% | -3.1% | -16.8% | -20.7% |
| All | +255.0% | +2.3% | +252.7% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling