-80.9%
FIG vs ELV
+39.7%
-120.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -14.5% | -2.2% | -12.3% | -13.9% |
| 30D | -13.3% | -0.2% | -13.1% | -13.3% |
| 3M | +7.4% | -6.1% | +13.5% | +8.7% |
| 6M | -27.8% | +42.8% | -70.6% | -34.2% |
| YTD | -41.1% | +14.4% | -55.5% | -42.8% |
| 1Y | -58.7% | +28.6% | -87.3% | -63.1% |
| All | -80.9% | +39.7% | -120.6% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling