+5,993.3%
FIX vs ELV
+265.4%
+5,727.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.8% |
| 7D | +6.1% | -0.3% | +6.3% | +6.1% |
| 30D | -2.7% | +2.0% | -4.6% | -3.3% |
| 3M | -10.9% | -3.5% | -7.5% | -10.6% |
| 6M | +29.0% | +40.2% | -11.2% | +15.0% |
| YTD | +76.9% | +15.8% | +61.0% | +65.4% |
| 1Y | +130.7% | +33.2% | +97.6% | +105.4% |
| 3Y | +790.7% | -6.2% | +796.9% | +753.2% |
| 5Y | +2,185.6% | +16.4% | +2,169.1% | +1,834.8% |
| 10Y | +5,993.3% | +259.8% | +5,733.5% | +3,130.7% |
| All | +5,993.3% | +265.4% | +5,727.9% | +3,130.7% |
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 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