+49,161.1%
FIX vs ELV
+2,568.9%
+46,592.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.9% |
| 7D | -17.5% | +1.3% | -18.8% | -18.1% |
| 30D | -41.6% | +5.3% | -46.8% | -42.9% |
| 3M | -40.6% | +9.2% | -49.8% | -42.9% |
| 6M | -49.4% | +14.5% | -63.9% | -52.5% |
| YTD | +9.2% | +23.2% | -14.0% | -1.5% |
| 1Y | +6.5% | +38.0% | -31.6% | -7.8% |
| 3Y | +448.7% | -1.5% | +450.3% | +411.2% |
| 5Y | +948.7% | +8.5% | +940.2% | +822.4% |
| 10Y | +3,659.7% | +309.5% | +3,350.2% | +1,823.0% |
| All | +49,161.1% | +2,568.9% | +46,592.1% | +13,440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling