-51.7%
FIG vs ELV
+42.6%
-94.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +4.3% |
| 7D | -4.7% | +4.8% | -9.4% | -5.5% |
| 30D | +0.5% | +10.1% | -9.5% | -1.1% |
| 3M | -18.4% | +15.4% | -33.8% | -20.2% |
| 6M | +10.9% | +17.7% | -6.9% | +9.5% |
| YTD | -40.8% | +25.7% | -66.5% | -40.0% |
| 1Y | -51.7% | +39.9% | -91.5% | -52.3% |
| All | -51.7% | +42.6% | -94.3% | -52.3% |
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