-83.6%
FIG vs ELV
+51.9%
-135.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | -13.1% | +1.1% | -14.1% | -13.3% |
| 3M | -20.3% | +8.2% | -28.5% | -22.1% |
| 6M | -2.1% | +10.2% | -12.3% | -4.7% |
| YTD | -49.4% | +24.4% | -73.8% | -52.0% |
| 1Y | -57.0% | +33.8% | -90.8% | -61.5% |
| All | -83.6% | +51.9% | -135.6% | -84.7% |
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