+22.2%
ELV vs FTV
-2.3%
+24.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.2% | -4.0% | +7.2% | +4.2% |
| 30D | +5.4% | -11.0% | +16.4% | +8.3% |
| 3M | +5.4% | -8.4% | +13.8% | +7.3% |
| 6M | +45.7% | -2.6% | +48.3% | +46.1% |
| YTD | +21.2% | -0.6% | +21.8% | +20.5% |
| 1Y | +35.6% | +11.0% | +24.7% | +31.3% |
| 3Y | -2.0% | -6.3% | +4.3% | -2.4% |
| All | +22.2% | -2.3% | +24.5% | +14.8% |
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