-38.8%
FIS vs EL
+32.7%
-71.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.3% |
| 7D | -3.5% | +1.7% | -5.1% | -3.9% |
| 30D | -7.8% | +15.5% | -23.3% | -12.1% |
| 3M | +0.8% | +20.6% | -19.7% | -5.2% |
| 6M | -21.9% | +10.5% | -32.4% | -25.4% |
| YTD | -39.5% | -1.9% | -37.6% | -40.8% |
| 1Y | -41.0% | +16.1% | -57.1% | -45.7% |
| 3Y | -23.6% | -30.2% | +6.6% | -21.3% |
| 5Y | -65.6% | -67.4% | +1.8% | -52.4% |
| All | -38.8% | +32.7% | -71.4% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling