-51.1%
FIS vs EL
+25.6%
-76.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.3% | -30.0% | -24.1% |
| 7D | -18.4% | +2.5% | -20.9% | -18.5% |
| 30D | -11.4% | +20.1% | -31.5% | -13.3% |
| 3M | -32.0% | +29.3% | -61.2% | -34.1% |
| 6M | -35.6% | +38.8% | -74.4% | -38.4% |
| YTD | -53.8% | +8.1% | -61.9% | -54.7% |
| 1Y | -51.1% | +22.3% | -73.4% | -52.8% |
| All | -51.1% | +25.6% | -76.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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