+252.9%
ELV vs FTV
+89.3%
+163.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.0% | -8.3% | +10.3% | +5.6% |
| 3M | -3.5% | -7.4% | +3.9% | -0.8% |
| 6M | +40.2% | -1.2% | +41.4% | +39.9% |
| YTD | +15.8% | +2.7% | +13.1% | +13.1% |
| 1Y | +33.2% | +18.4% | +14.7% | +22.3% |
| 3Y | -6.2% | -2.0% | -4.2% | -9.2% |
| 5Y | +16.4% | +3.4% | +13.0% | +7.0% |
| 10Y | +259.8% | +78.5% | +181.3% | +147.0% |
| All | +252.9% | +89.3% | +163.5% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling