+1,157.0%
FTI vs ELF
+230.6%
+926.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.1% |
| 7D | -2.3% | -6.8% | +4.4% | -1.8% |
| 30D | +5.0% | +5.1% | -0.1% | +4.5% |
| 3M | +13.8% | +79.8% | -65.9% | +7.4% |
| 6M | +22.9% | +29.7% | -6.8% | +19.3% |
| YTD | +75.0% | +31.6% | +43.4% | +68.8% |
| 1Y | +96.9% | -27.9% | +124.8% | +99.9% |
| 3Y | +276.7% | -26.4% | +303.2% | +258.4% |
| 5Y | +1,157.0% | +235.6% | +921.4% | +783.5% |
| All | +1,157.0% | +230.6% | +926.4% | +783.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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