+247.5%
FTI vs ELF
+391.6%
-144.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.9% | +1.4% |
| 7D | +4.3% | +1.6% | +2.7% | +4.0% |
| 30D | -4.7% | +9.1% | -13.8% | -6.3% |
| 3M | -13.5% | +28.2% | -41.7% | -17.6% |
| 6M | -8.7% | +119.5% | -128.3% | -22.2% |
| YTD | +49.0% | +55.2% | -6.1% | +33.5% |
| 1Y | +54.0% | +58.6% | -4.6% | +37.2% |
| 3Y | +211.6% | +21.3% | +190.3% | +155.8% |
| 5Y | +881.9% | +276.2% | +605.7% | +447.8% |
| 10Y | +188.1% | +337.0% | -148.9% | +26.6% |
| All | +247.5% | +391.6% | -144.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling