-2.1%
ELV vs FTV
+39.2%
-41.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | +3.9% | -2.9% | +0.2% |
| 30D | +0.4% | +18.7% | -18.3% | -2.8% |
| 3M | +8.4% | +10.0% | -1.6% | +6.4% |
| 6M | +8.4% | +14.6% | -6.1% | +5.5% |
| YTD | +24.4% | +23.4% | +0.9% | +18.8% |
| 1Y | +33.5% | +31.3% | +2.2% | +26.1% |
| 3Y | -2.1% | +39.8% | -41.9% | -8.6% |
| All | -2.1% | +39.2% | -41.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling