+77,862.7%
FIX vs ELV
+2,444.2%
+75,418.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +6.0% | +3.3% | +2.7% | +4.9% |
| 30D | -7.2% | +4.2% | -11.4% | -8.6% |
| 3M | -15.9% | -0.1% | -15.8% | -16.5% |
| 6M | +12.7% | +41.3% | -28.5% | -1.0% |
| YTD | +72.8% | +17.4% | +55.4% | +59.7% |
| 1Y | +122.9% | +35.1% | +87.8% | +95.4% |
| 3Y | +774.3% | -3.2% | +777.6% | +723.3% |
| 5Y | +2,049.5% | +15.6% | +2,033.9% | +1,751.3% |
| 10Y | +5,821.5% | +276.8% | +5,544.7% | +3,038.3% |
| All | +77,862.7% | +2,444.2% | +75,418.4% | +21,851.6% |
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 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