-1.5%
ELV vs FGI
+1.5%
-3.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +1.3% | -7.0% | +8.3% | +1.4% |
| 30D | +5.3% | -4.2% | +9.5% | +5.3% |
| 3M | +9.2% | +55.6% | -46.4% | +8.5% |
| 6M | +14.5% | -3.2% | +17.7% | +14.1% |
| YTD | +23.2% | +29.1% | -5.9% | +21.5% |
| 1Y | +38.0% | +51.0% | -12.9% | +36.0% |
| 3Y | -1.5% | +1.5% | -3.1% | -1.0% |
| All | -1.5% | +1.5% | -3.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling