-55.8%
FIG vs ELV
+34.8%
-90.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | -16.3% | +3.3% | -19.6% | -17.0% |
| 30D | -14.3% | +4.2% | -18.5% | -15.3% |
| 3M | +7.2% | -0.1% | +7.2% | +6.9% |
| 6M | -18.6% | +41.3% | -59.9% | -24.8% |
| YTD | -35.5% | +17.4% | -52.9% | -37.2% |
| 1Y | -55.8% | +35.1% | -90.9% | -60.5% |
| All | -55.8% | +34.8% | -90.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling