-45.2%
FIX vs ELV
+11.1%
-56.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.7% | +11.1% | +8.6% |
| 7D | -7.2% | +1.1% | -8.4% | -6.5% |
| 30D | -35.1% | +1.3% | -36.5% | -34.6% |
| 3M | -34.3% | +6.6% | -40.8% | -33.2% |
| All | -45.2% | +11.1% | -56.2% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling