-52.0%
FIG vs ELV
+34.6%
-86.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -9.5% | +0.4% | -9.8% | -9.5% |
| 3M | -26.2% | +8.4% | -34.6% | -27.2% |
| 6M | +2.7% | +8.4% | -5.7% | +1.3% |
| YTD | -48.0% | +24.4% | -72.3% | -47.5% |
| 1Y | -52.0% | +33.5% | -85.5% | -53.6% |
| All | -52.0% | +34.6% | -86.6% | -53.6% |
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