+17.2%
FITB vs ELV
+39.7%
-22.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | +3.5% | -6.1% | +9.6% | +3.6% |
| 6M | +17.2% | +42.8% | -25.6% | +4.5% |
| All | +17.2% | +39.7% | -22.5% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling