+272.6%
FITB vs ELF
+393.8%
-121.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.5% | +6.3% | -5.8% | -0.7% |
| 30D | +7.0% | +8.5% | -1.5% | +5.3% |
| 3M | -4.4% | +24.4% | -28.8% | -8.6% |
| 6M | +11.6% | +94.7% | -83.2% | -2.9% |
| YTD | +18.6% | +55.9% | -37.2% | +6.4% |
| 1Y | +29.8% | +48.4% | -18.6% | +17.4% |
| 3Y | +140.7% | +24.6% | +116.1% | +97.3% |
| 5Y | +48.6% | +285.0% | -236.4% | -15.0% |
| 10Y | +224.4% | +357.2% | -132.8% | +50.8% |
| All | +272.6% | +393.8% | -121.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling