+3,644.4%
FIX vs ELV
+280.6%
+3,363.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.4% |
| 7D | -13.9% | +3.8% | -17.8% | -15.1% |
| 30D | -35.5% | +4.1% | -39.6% | -36.6% |
| 3M | -33.9% | +8.5% | -42.4% | -36.0% |
| 6M | -43.3% | +14.6% | -57.9% | -46.4% |
| YTD | +18.7% | +24.4% | -5.7% | +8.0% |
| 1Y | +13.8% | +44.2% | -30.5% | -1.4% |
| 3Y | +495.0% | -1.4% | +496.4% | +460.7% |
| 5Y | +1,049.0% | +8.8% | +1,040.3% | +910.4% |
| 10Y | +3,644.4% | +268.4% | +3,376.1% | +1,864.5% |
| All | +3,644.4% | +280.6% | +3,363.8% | +1,864.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling