+35.6%
ELV vs FIGR
-3.1%
+38.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +0.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.2% |
| 30D | +5.4% | +13.7% | -8.3% | +4.7% |
| 3M | +5.4% | +23.9% | -18.5% | +4.2% |
| 6M | +45.7% | -8.4% | +54.1% | +45.0% |
| YTD | +21.2% | -14.6% | +35.8% | +21.5% |
| 1Y | +35.6% | +12.1% | +23.5% | +36.0% |
| All | +35.6% | -3.1% | +38.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling