-2.9%
ELV vs FTI
+264.2%
-267.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.0% |
| 7D | +0.4% | -5.6% | +6.0% | +0.5% |
| 30D | +6.7% | +0.4% | +6.3% | +6.7% |
| 3M | +3.0% | +8.1% | -5.2% | +2.9% |
| 6M | +48.0% | +16.7% | +31.3% | +47.8% |
| YTD | +20.0% | +70.0% | -49.9% | +19.3% |
| 1Y | +37.9% | +85.4% | -47.6% | +36.9% |
| All | -2.9% | +264.2% | -267.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling