+284.0%
FITB vs ELV
+278.6%
+5.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -1.1% |
| 7D | -0.3% | +2.8% | -3.0% | -1.4% |
| 30D | -5.7% | +4.9% | -10.6% | -7.5% |
| 3M | +3.2% | +4.9% | -1.7% | +0.5% |
| 6M | +23.4% | +45.1% | -21.7% | +5.2% |
| YTD | +18.8% | +20.7% | -1.9% | +7.5% |
| 1Y | +25.0% | +35.0% | -10.1% | +7.4% |
| 3Y | +131.2% | -2.4% | +133.6% | +118.0% |
| 5Y | +70.7% | +25.5% | +45.2% | +35.8% |
| All | +284.0% | +278.6% | +5.5% | +94.6% |
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