+206.5%
FITB vs ELV
+268.6%
-62.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.3% |
| 30D | +9.8% | +0.4% | +9.4% | +9.5% |
| 3M | -5.2% | +8.4% | -13.5% | -8.3% |
| 6M | +17.3% | +8.4% | +8.9% | +12.4% |
| YTD | +19.3% | +24.4% | -5.1% | +6.5% |
| 1Y | +32.7% | +33.5% | -0.8% | +14.9% |
| 3Y | +141.6% | -2.1% | +143.7% | +127.8% |
| 5Y | +48.9% | +5.8% | +43.1% | +30.6% |
| All | +206.5% | +268.6% | -62.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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