-58.5%
FIG vs ELV
+35.4%
-94.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +4.0% |
| 7D | -3.8% | +2.8% | -6.6% | -4.5% |
| 30D | -2.3% | +4.9% | -7.2% | -3.5% |
| 3M | +20.0% | +4.9% | +15.1% | +18.5% |
| 6M | -16.7% | +45.1% | -61.7% | -22.0% |
| YTD | -37.9% | +20.7% | -58.6% | -39.2% |
| 1Y | -58.5% | +35.0% | -93.6% | -61.3% |
| All | -58.5% | +35.4% | -94.0% | -61.3% |
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