+3,604.4%
FIX vs ELV
+268.8%
+3,335.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +17.0% | -0.5% | +17.5% | +17.1% |
| 30D | -30.6% | +1.1% | -31.7% | -31.2% |
| 3M | -35.0% | +8.2% | -43.2% | -37.0% |
| 6M | -44.0% | +10.2% | -54.2% | -46.4% |
| YTD | +21.1% | +24.4% | -3.3% | +10.3% |
| 1Y | +16.3% | +33.8% | -17.6% | +3.3% |
| 3Y | +507.4% | -1.4% | +508.8% | +472.3% |
| 5Y | +1,052.1% | +5.8% | +1,046.2% | +925.7% |
| All | +3,604.4% | +268.8% | +3,335.6% | +1,856.4% |
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