+35.0%
ELV vs FIGR
-3.1%
+38.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -8.5% | +14.0% | +5.7% |
| 7D | +2.8% | -3.0% | +5.8% | +2.8% |
| 30D | +4.9% | +13.7% | -8.8% | +4.2% |
| 3M | +4.9% | +23.9% | -19.0% | +3.7% |
| 6M | +45.1% | -8.4% | +53.5% | +44.3% |
| YTD | +20.7% | -14.6% | +35.3% | +21.0% |
| 1Y | +35.0% | +12.1% | +22.9% | +35.3% |
| All | +35.0% | -3.1% | +38.2% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling