+47.5%
FITB vs ELV
+5.9%
+41.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | +9.8% | +0.4% | +9.4% | +9.7% |
| 3M | -5.2% | +8.4% | -13.5% | -6.5% |
| 6M | +17.3% | +8.4% | +8.9% | +15.2% |
| YTD | +19.3% | +24.4% | -5.1% | +13.5% |
| 1Y | +32.7% | +33.5% | -0.8% | +24.4% |
| 3Y | +141.6% | -2.1% | +143.7% | +137.7% |
| All | +47.5% | +5.9% | +41.6% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling