+130.7%
FIX vs ELV
+30.0%
+100.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.4% |
| 7D | +6.1% | -0.3% | +6.3% | +6.0% |
| 30D | -2.7% | +2.0% | -4.6% | -2.7% |
| 3M | -10.9% | -3.5% | -7.5% | -10.4% |
| 6M | +29.0% | +40.2% | -11.2% | +26.1% |
| YTD | +76.9% | +15.8% | +61.0% | +70.5% |
| 1Y | +130.7% | +33.2% | +97.6% | +125.9% |
| All | +130.7% | +30.0% | +100.7% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling