+140.7%
FITB vs ELF
+19.7%
+121.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.5% | +6.3% | -5.8% | -0.1% |
| 30D | +7.0% | +8.5% | -1.5% | +6.1% |
| 3M | -4.4% | +24.4% | -28.8% | -6.5% |
| 6M | +11.6% | +94.7% | -83.2% | +3.7% |
| YTD | +18.6% | +55.9% | -37.2% | +12.2% |
| 1Y | +29.8% | +48.4% | -18.6% | +23.3% |
| 3Y | +140.7% | +24.6% | +116.1% | +69.2% |
| All | +140.7% | +19.7% | +121.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling