+100.6%
FITB vs ELV
+2,409.5%
-2,308.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.5% | +2.0% | -6.5% | -5.5% |
| 3M | +5.7% | -3.5% | +9.1% | +6.3% |
| 6M | +17.1% | +40.2% | -23.1% | -1.5% |
| YTD | +18.3% | +15.8% | +2.5% | +7.2% |
| 1Y | +23.9% | +33.2% | -9.3% | +4.3% |
| 3Y | +131.1% | -6.2% | +137.3% | +118.2% |
| 5Y | +71.1% | +16.4% | +54.7% | +40.1% |
| 10Y | +283.9% | +259.8% | +24.1% | +67.6% |
| All | +100.6% | +2,409.5% | -2,308.9% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling