+3,553.2%
FIX vs ELV
+268.6%
+3,284.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +9.4% | +1.0% | +8.5% | +9.1% |
| 30D | -27.8% | +0.4% | -28.2% | -28.2% |
| 3M | -35.6% | +8.4% | -43.9% | -37.5% |
| 6M | -45.2% | +8.4% | -53.7% | -47.3% |
| YTD | +19.5% | +24.4% | -4.9% | +8.7% |
| 1Y | +24.2% | +33.5% | -9.3% | +10.5% |
| 3Y | +494.2% | -2.1% | +496.2% | +461.5% |
| 5Y | +1,036.1% | +5.8% | +1,030.4% | +911.6% |
| All | +3,553.2% | +268.6% | +3,284.6% | +1,829.6% |
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