+22.2%
ELV vs FTI
+1,066.8%
-1,044.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.2% | -4.4% | +7.6% | +3.6% |
| 30D | +5.4% | +1.5% | +3.9% | +5.2% |
| 3M | +5.4% | +8.2% | -2.8% | +4.6% |
| 6M | +45.7% | +18.8% | +26.9% | +43.3% |
| YTD | +21.2% | +71.7% | -50.5% | +15.3% |
| 1Y | +35.6% | +90.0% | -54.4% | +27.7% |
| 3Y | -2.0% | +270.5% | -272.5% | -15.7% |
| All | +22.2% | +1,066.8% | -1,044.6% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling