+448.7%
FIX vs ELV
-0.8%
+449.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.3% |
| 7D | -17.5% | +1.3% | -18.8% | -17.3% |
| 30D | -41.6% | +5.3% | -46.8% | -41.4% |
| 3M | -40.6% | +9.2% | -49.8% | -40.4% |
| 6M | -49.4% | +14.5% | -63.9% | -49.1% |
| YTD | +9.2% | +23.2% | -14.0% | +9.1% |
| 1Y | +6.5% | +38.0% | -31.6% | +6.6% |
| 3Y | +448.7% | -1.5% | +450.3% | +434.6% |
| All | +448.7% | -0.8% | +449.5% | +434.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling