-80.8%
FIG vs ELV
+46.6%
-127.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.8% |
| 7D | -12.2% | +0.4% | -12.6% | -12.3% |
| 30D | -11.0% | +6.7% | -17.7% | -12.6% |
| 3M | +11.9% | +3.0% | +8.9% | +10.7% |
| 6M | -21.9% | +48.0% | -69.9% | -29.5% |
| YTD | -40.8% | +20.0% | -60.8% | -43.3% |
| 1Y | -56.6% | +37.9% | -94.5% | -62.3% |
| All | -80.8% | +46.6% | -127.4% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling