+69.8%
FITB vs ELV
+19.4%
+50.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -5.5% | +6.7% | -12.2% | -6.6% |
| 3M | +4.1% | +3.0% | +1.2% | +3.2% |
| 6M | +18.7% | +48.0% | -29.2% | +9.4% |
| YTD | +18.2% | +20.0% | -1.9% | +12.8% |
| 1Y | +23.7% | +37.9% | -14.2% | +14.3% |
| 3Y | +130.8% | -2.8% | +133.6% | +126.0% |
| 5Y | +69.8% | +24.8% | +45.0% | +38.6% |
| All | +69.8% | +19.4% | +50.4% | +38.6% |
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