+72.2%
FITB vs ELF
+257.0%
-184.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | +0.6% | +5.4% | -4.7% | -0.1% |
| 30D | -4.7% | +27.0% | -31.7% | -7.9% |
| 3M | +6.7% | +113.2% | -106.5% | -4.1% |
| 6M | +12.6% | +36.6% | -24.0% | +6.9% |
| YTD | +19.1% | +44.2% | -25.1% | +11.8% |
| 1Y | +22.6% | -18.0% | +40.6% | +22.5% |
| 3Y | +127.1% | -19.9% | +147.1% | +106.8% |
| All | +72.2% | +257.0% | -184.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling