+269.5%
FITB vs ELF
+317.0%
-47.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.2% |
| 7D | -0.4% | -6.8% | +6.4% | +0.9% |
| 30D | -5.1% | +5.1% | -10.2% | -6.2% |
| 3M | +3.5% | +79.8% | -76.2% | -8.1% |
| 6M | +17.2% | +29.7% | -12.5% | +9.9% |
| YTD | +17.6% | +31.6% | -14.0% | +9.1% |
| 1Y | +23.4% | -27.9% | +51.3% | +25.7% |
| 3Y | +129.7% | -26.4% | +156.2% | +111.1% |
| 5Y | +68.4% | +235.6% | -167.2% | -1.4% |
| All | +269.5% | +317.0% | -47.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling