-79.9%
FIG vs ELV
+47.3%
-127.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +3.8% |
| 7D | -3.8% | +2.8% | -6.6% | -4.6% |
| 30D | -2.3% | +4.9% | -7.2% | -3.7% |
| 3M | +20.0% | +4.9% | +15.1% | +18.1% |
| 6M | -16.7% | +45.1% | -61.7% | -24.4% |
| YTD | -37.9% | +20.7% | -58.6% | -40.6% |
| 1Y | -58.5% | +35.0% | -93.6% | -63.2% |
| All | -79.9% | +47.3% | -127.3% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling