+2,385.0%
ELV vs FTI
+3,441.4%
-1,056.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +2.0% | +12.3% | -10.4% | -0.3% |
| 3M | -3.5% | +13.8% | -17.2% | -6.0% |
| 6M | +40.2% | +24.3% | +15.9% | +34.0% |
| YTD | +15.8% | +75.8% | -59.9% | +3.6% |
| 1Y | +33.2% | +99.6% | -66.5% | +16.0% |
| 3Y | -6.2% | +278.4% | -284.7% | -29.9% |
| 5Y | +16.4% | +1,168.7% | -1,152.3% | -34.8% |
| 10Y | +259.8% | +297.5% | -37.8% | +125.2% |
| All | +2,385.0% | +3,441.4% | -1,056.5% | +958.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling